Different definitions of links in climate networks may lead to considerably different network topologies. We construct a network from climate records of surface level atmospheric temperature in different geographical sites around the globe using two commonly used definitions of links. Utilizing detrended fluctuation analysis, shuffled surrogates and separation analysis of maritime and continental records, we find that one of the major influences on the structure of climate networks is due to the auto-correlation in the records, that may introduce spurious links. This may explain why different methods could lead to different climate network topologies.