Found a GIF in my phone and I don't know where it came from

While I was try to sent something to my friend, I saw a Mr. Bean GIF saved on my phone. Checked the details and location said it came from Facebook messenger because it automatically saves media. But when I opened Facebook messenger, there was no new messages, not even old ones that contained that GIF. Where did it come from? Is my phone hacked? What should I do? Thank you!
Ps:have never used that GIF. The details have shown the exact time when I apparently got it and I am very sure I wasn't sending any messages nor receiving. I looked everywhere and nothing.

It probably came from an ad or if you ever used that GIF in a conversation at any point.

Nope, never used it :(

Then it's probably from an ad or if you ever searched for a GIF that might have just downloaded itself. Which folder was it created in?