The href argument needs to be a string, it looks like you are trying to use it as markdown? Python will read that as a list.
As far as to the right, there are a couple of ways to do this. Pass the style {'float':'right'} or {'position':'absolute', 'bottom':'0px', 'right':'0px'}
All together:
dcc.Link([html.H6('Feedback')], title ='email_me', href='mailto:example@gmailcom',
target ='_blank', style={'float':'right'})
thanks for the style it works great, but href part still not working
when I click the link it just refresh the page or in another word try to go out of
the page in return back!!