The chick in the Alchemist's shop in Whiterun is probably saying stuff to him to get him to buy stuff.

Yup, she says that about you not looking well all the time, it means nothing. Usually though, if someone else on the street (like a guard or other passerby) says it, you might want to chack yourself out.
ANd, just to reinforce what others have said, you look under "Active Effects" in the magic section of the 4-way menu ( the Skills, Magic, Map, and Items menu, also known as the character menu) and NOT in the general stats menu