How do I know if I've been hacked?

Earlier tonight I was on a website when a pop-up came up saying "Your iPhone has been hacked, all actions on this device are being watched by the hacker. Take immediate action!" or something along those lines. There was a close icon on the bottom of the pop-up which I pressed because unfortunately they succeeded in getting me to believe Apple sent that pop-up. Did pressing close cause my iPhone to get hacked? And if so what should I do next?

Any replies would be much appreciated, thanks!

(this is what the popup looked like)