Well, if the device is connected to the internet and has no firewall properly set, it might soon become a problem if it is not already.
You shouldn’t even THINK of connecting a Mikrotik device to the internet without a firewall configured.
But the default configuration of Mikrotik SoHo devices, such as the hex, come with a pre-installed default firewallm good enough in 99.9% of cases, so unless you removed it, it should be there.
Check the basic rules:
http://forum.mikrotik.com/t/the-twelve-rules-of-mikrotik-club/182164/1
Do read here instructions on how to export your configuration and post it for review:
http://forum.mikrotik.com/t/forum-rules/173010/1