Do you get a warning if you visit a bad website?

[Samantha]

I was just wandering, a while ago (about a year ago) I visited these websites and there was always a warning before it let me on. I can't remember if the warning said 'this site may harm your computer' or if it said 'this site includes illegal material'. I can't remember which one it said, but I keep over worrying and over thinking and convincing myself that it was the warning about it being illegal :/ does that warning even exist? Either way, I kept continuing to access the website anyway. I'm really scared :/