Worried about Nexus 7 virus?

[AC Question]

So while browsing on Google Chrome using my Nexus 7 tablet, I've encountered a few pop ups or re-direct links if you want to be precise with one of those messages saying my tablet device was infected. Foolishly I accidentally clicked "OK" on one of their messages, but nothing seemed to happened though like anything being downloaded, it just brought me to another site with a warning message.

I ran the AVG app from the Google Store and scan it, but it didn't find anything. Still, I'm kind of concern thinking about the infections or personal info compromised. Should I be worried for something?