I've run clamxav several times and come up with reports of infected files (Phishing)
primarily associated with email. I've removed them. Just wondering if I'm doing something wrong. Should I be concerned?
What you've done is certainly OK, but the "infected" or suspected infected emails were very likely passed on thru a Windows computer. In other words, ClamXav found Windows malware or viruses that had been passed on to you. Those viruses would pose no threat to your Mac.