If you are on the Internet or share programs regularly it is a certainty that someone is trying to access your computer. The Internet is not a safe place. Attacks, if successful, can gather data, and send it to the attacker or erase data altogether. If you do your banking online, use your computer for work, or keep sensitive information, this should alarm you.
Try these sites to see how vulnerable you actually are:
https://www.grc.com/ (click on ShieldsUp link on the page)