Something scary happened a little while ago?

I was on my phone when a pop up (I think) just shot out of nowhere saying I was viewing illegal things. I was very descriptive and looked a little intimating. It had the options to reload and close the page I was on and I hit the close page option but it popped up a couple more times. I looked around the web and it said that it is "scarware" or something like that. My question is, if I were to do anything that the pop up accused me of, wouldn't the law be at my door step? I am really concerned about it. It was on my android and it looked like one of those "You have won an iPad" like ad, the style looked like this:
Added (1). PS, this is not the pop up I encountered, but it looked like this in general

Read more: Something scary happened a little while ago?