I think my Mac was just infected?!?

I was looking up professors for my cles next semester on the "Rate your professor" website, and suddenly this webpage popped up telling me i had been infected and that i needed to do a bunch of stuff. I didn't trust the webpage, and I closed it as soon as i could, erased it from my history, checked my downloads and trashcan and nothing is different. my internet and keys and files are all still working alright. is this a virus? does a virus take a long time to start messing up a computer? was this all just a fake? it looked very official and im really nervous because i dont want my information to be lost because i have several important essays still on my computer :/