Is the apple security warning a scam?

I was browsing safari on my mac book pro when suddenly a security voice and memo popped up. It told me I had to quickly call a data protection team at 1-866-352-8353 toll free. It was a virus is trying to steal pictures etc. I quickly panicked because safari had froze so I restarted my computer, the problem seems to be gone. However, Im nervous because I'm not sure if it was a scam or not?

Here is a screen shot of the ad that popped up.