Let's say for example I unknowingly install a piece of malware, and install it. How do I know I've done something so stupid? Windows has anti-virus/malware software to check, while GNU/Linux seems to be lacking, with most of these programs on GNU/Linux dedicated to finding Windows viruses, like ClamAV. Sophos seems like a good idea, but it doesn't elegantly install with your package manager, and sometimes pops up a window stating about errors the automatic scanner finds. Besides that, the automatic scanner seems to be pretty particular with kernels, like you can't use a HWE kernel when it comes out. :/
Also, if I do get malware, can I still install a scanner, or will it not be effective, since the malware could interfere with a new installation? Could I even scan at all on such an infected system? Do I have to use a live USB instead?