When browsing Safari, I got a trojan virus pop up, should I be concerned?

Those things are just scams that seek to get you to buy something, one way or another — through in-app purchases, subscription fees, or the advertisements they deliver. Toward that end, they generally rely upon fear and deception for success. They can "scan" exactly nothing that lies beyond the space in which they are permitted to operate by the iPhone's operating system.

Just delete the app in the usual manner: Remove or delete apps from iPhone - Apple Support.

1. They cannot hack anything on your phone.
2. The personal data they have depends on what you have allowed them to access. For example, when you ran the app, if it asked you to access your Contacts and you allowed it, then of course they could have your contact data. They do not have any information that will allow them to remote access your device to install any virus or be able to monitor you.

Typically these kind of apps are just looking for you to subscribe to their service by telling you there is a problem with your iPhone. There is no problem and there is nothing that they can fix. Since you have already deleted the app, there is nothing else you need to do and they are not able to install any virus on your phone because you ran it.

Read Phony "tech support" / "ransomware" popups and web pages - Apple Community.

... it sent me to a virus protection app, and I downloaded it and scanned my phone.

Did you download it from the App Store, or...?