It's a mousquito based disease.
When you are getting sucked by a female mousquito, there is a big chance where they unleashed the malaria virus through our blood.
You can also get it through other blood transmissions.
At first, Malaria will incubates for 7 to 30 days and then some symptoms will appear, and it can be pretty hardcore when it's hits (I got back in May).
Malaria causes around 400k deaths per year, especially in poor and in-developpement countries (like mine).
TL;DR: should you be worried about Malaria? If you are in USA or Europe, probably not. If you are in Africa or South-East Asia, be careful about mosquitoes.
And even if you got sick (I hope not), Malaria is a very curable disease.
Most of people who dies from it are just people who can't treat it before it's too late.