Most hoaxes, legends, and tall tales have been widely discussed and exposed by the Internet community. The chances of anyone ever wanting to send you a virus or Trojan Horse are pretty minimal. Downloading pirated software. You don't know where it came from, and it's certainly not a trusted source. Other than executable programs, the only other way viruses can be transmitted is through Microsoft Word or Microsoft Excel files.
Some viruses are rather harmless, and some are very destructive.
The risks of getting a virus are quite minimal if you don't use Word and don't trade pirated software, so I would like to emphasize that you shouldn't be too worried about viruses.