Yes, a fake one.
So yeah. Fake flash player is a kind of legit-looking update to your flash player, on websites with bad reputation, but it actually installs a malicious file that will download and install unwanted applications on your computer.
The goal of all malware is the theft of personal information that allows attackers to commit fraudulent activities such as identity theft and credit card fraud, among others.
Yep, credit card fraud.
There are ways to prevent your identity being stolen (and protect your computer from being infected)
a) Install an anti-virus if you don't have one already.
Good choices are AVG, Malwarebytes, etc. Anti-viruses can protect your computer and prevent it from catching malware, but
b) Keep everything up-to-date.
Install updates frequently. They will help protect your computer

c) Install a firewall.
Firewalls can block unwanted content. Also
d) Install a web filter and an ad blocker.
Web filters can block websites with bad reputation. If you have an ad-blocker, Good Job. You're on that.
e) Check the reputation of the website before going onto it.
This also applies for downloads.
So, if you have/done all of these, Good job. You're (not always) safe from malware.
Remember, updates can patch security holes.