It came to light earlier this year that a virus was attacking Fire TV devices because of an Android-based vulnerability relating to ADB (Android Debug Bridge) connections. But part of the newest software update, 126.96.36.199, should make things a lot more secure, no matter how you've been playing around with your device's developer options.
In older Fire TV and Fire Stick models, allowing ADB debugging (in order to sideload unofficial apps, for example) opened up the device to vulnerabilities -- you allowed an ADB connection once, so all future connections were allowed by default, including nefarious bugs. In newer models -- and with the update for older ones -- you'll be prompted to allow or deny an ADB connection every time one is requested. So if your Fire TV prompts you to allow a debugging connection you didn't initiate, say no and investigate.