Is there any way to extend the character limit in a column?
I've around 800 number of URLs' which I want to put in a single column but due to some reason it's exceeding and going into another row.
Is it possible to extend character limit so it stick to one row?

In case you don't want your information to be split over different rows, you can change the cell formatting: Alignment, Text Control, Wrap text => disable.
If you don't want your text to be written across different columns, you can just put a space in the next cell.
If you want to put more than 32767 characters inside one cell: I don't think this is possible, as mentioned in following URL:
https://support.office.com/en-us/article/excel-specifications-and-limits-1672b34d-7043-467e-8e27-269d656771c3
In that case I'd advise you to write some VBA in order to split your information over different cells.