Can I report people who are fishing/attempting to hijack other peoples accounts?

I was in game today and some guy started talking to me and after a while he wanted me to add him, which I did since he didn't seem all that suspicious but then he wanted me to click a link of some sort. I got a screenshot of the link part and saved the conversation in text format just in case. Can I report him as he's probably going to go after other people?

Yes, providing you have sufficient evidence to support that he intended to hijack your's or someone else's account.

For a full list of what is considered report worthy, look in the FAQ here.