It sounds like you're relatively safe, but of course, the only way to be 100% protected is not to connect to the internet. There are two considerations, really:
1) Drive by malware attacks, people hoping to infect as many people as possible. Unfortunately, this is not necessarily restricted to suspicious links. It's not unheard of for legitimate sites to be compromised and used to spread malware. Similarly, advertisements can redirect to pages designed exploit vulnerabilities (sometimes in the browser, but more often in some plugin such as java, adobe reader, flash, etc) to execute code on your machine.
2) Hackers targeting you, specifically. This is preeeeeeetty unlikely, unless you stand out as a higher up employee of a company, which increases your value as a target slightly. Targeted attacks are becoming more common, and if you run a company, it's possible that people will attempt to use public information (think LinkedIn profiles, company registries, etc) to socially engineer you into opening that dangerous pdf, or visiting that exploit laden website.