Strange thing happened to me tonight!

Hello All!!

Tonight*I was reviewing different YouTube videos and I clicked on one and it started playing one of those ads that you get every once in a while in front of the actual video and all the sudden I saw the screen go blank and I started seeing what appeared to me to be like a dos window for lack of a better definition with some typing scrolling across and it said something to the effect of personal data gathered or something like that and really freaked me out so I pulled the battery & took my sd card out and booted it back up but I'm not sure exactly what the hell that was.

Have any of you seen anything like this?

I'm really concerned because I have a lot of personal and customer data on my phone.Is there anything I can use to scan it to see if something was able to be *installed? I don't think it had enough time to get any information out just in case it was able to install something but it really freaked me out.*I'm a microsoft network administrator but androids are out of my knowledge base.Any information would be greatly appreciated!Regards