This happened to me too. I was browsing videos on pornhub and this message about viewing Illegal Porn and the FBI popped up. It even showed the area where I live. At first I freaked the -blam!- out because I had no idea what 'illegal porn' I had watched. I knew that there was no way I had viewed anything illegal, so that's when I pretty much figured out it was fake. Don't worry about it, you're fine.