HELP! I may be IN MAJOR trouble and I'm nervouss! FBI kinda stuff!?

I was on omegle and this guy told me to click a link to a site and since im DUMB and gullible i clicked on it and it was a fcking kiddie site..and it showed a message saying how the government was gonna track me down. WHAT THE **** DO I DO? is this real?? oh my godddd