Facebook somehow redirected me to a page telling me that my PC was infected earlier. Should I be worried?

[UK_PC_Technician]

You most probably just clicked on an ad from facebook, another reason not to really use it.
However if Kaspersky hasn't found anything then your safe. Kaspersky and Trend are the best two anti viruses you can get. Dont get AVG or any of that rubbish, stick to Kaspersky.

Under the protection setting on Kaspersky, make sure you have the online setting checked , this will keep you safe.

With those sites that pop up saying your infected,they only infect your pc if you click on them, so viewing them wont harm you, you may get a tracking cookie but that's its. You can get superantispyware which is free and is an ace at finding and removing tracking cookies