Viruses are always on the loose! Weather its from files you downloaded from a site or your friends sent it to you via messenger, it's a big problem.
There are a few things you can do such as
always confirm that your contact sent it to you and it wasn't an automated message. Also make sure you have a good anti-virus that's always updated.
Here are some free anti-viruses that you can download (in no particular order).
Or try either of these free online scanners
All are Free.
Remember the best virus defence is common sense and
always check with your contact! 
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