I clicked on an advertisement on the first page of the site and got a YOUR BROWSER HAS BEEN LOCKED CONTACT SUPPORT warning! I had to shut down Firefox to get rid of it. DO NOT CLICK ON ANY ADS!
That is always good advice. If an ad has something you're interested in, open a new tab, type in the product name, and go to the manufacturer's website for info.
Perhaps use incognito. It will pocket all cookies and shiet and delete when leaving it.
I use this when i am visiting sites i do not know. Copy link, go inconito past and you are more safe.
I try to have enough blockers (ads, scripts, etc) running so that my browsing look like it's from 1998, whitelisting just enough that things function on a page to page basis.
You're not paranoid if someone is actually out to get you.