My Windows 7 is alerting me to "Find an antivirus program online - Windows did not find an antivirus program on this computer."
Do I really need such a program, or Windows is good enough as it is if I only visit legit sites like fb, google etc.
You need an antivirus program if you go ANYWHERE on the net.
I recommend Microsoft Security Essentials as your basic AV and Malwarebytes for weekly or so scans. Both are free.
http://windows.microsoft.com/en-GB/windows/products/security-essentials
If you want only basic level protection for your system then there is no need to download any other 3rd party antivirus software in your system.
For a more advanced level of protection you can go for some free version of Antivirus software like Immunet, Avast or Avira. They usually do not effect performance very much, and they're free.
Technically speaking one does not NEED antivirus/firewall software but it is highly advisable to do so to protect your computer from threats like viruses and various other problems, windows does have it's own "anti malware/firewall" software but take it from me, they usually will cause you more problems then solve/prevent them as a update to windows defender recently came to close to putting my computer into the point of no return.
Regardless of "legit sites like Facebook", there is still a possibility that you can catch malware through one of these reputable sites. Social networks are the worst for having rogue viruses that go undetected for a while, mainly because users don't know that the virus is on their system.
However, even with antivirus -- not all viruses are caught right away. So, it's really based on personal choice.
I never used antivirus on Windows when I was gaming. However, I also ran a dual boot of Ubuntu and Windows, with Ubuntu being my primary operating system. So there was never any sensitive data being entered into the Windows system, and therefore nothing to really worry about.
Again, it's all about personal choice. Some people decide to get antivirus, some people like to take their chances.