Antivirus: Port scan blocked

A few minutes ago, Bitdefender told me:

Port scan blocked

Feature:Firewall

A port scan was detected and blocked.

Remote IP: I removed the IP but it's an IP from Russia

I guess the good thing is that it blocked it but the question is where did it come from? I don't have anything to do with Russia and to the best of my possibility, I try to protect myself while online.

Could it be from a website I visited? I don't visit dubious websites.

Since, I moved to a new ISP a few months ago. I haven't got around to check my router settings until now after the incident. I have IPv6 and I checked now that "Port scan detection" is not selected. Shouldn't it be on by default? What other options do you guys recommend that I select from that list?

What else could I do to further protect myself in the future?

Thanks