I am 36 weeks pregnant and my step b test came back positive. Should I be worried?

Not at all. In fact, a positive test pretty much assures that you will receive gbs antibiotic prophylaxis in labor, thereby decreasing your baby's risk for gbs infection postnatally.
No. Its quite common. Gbs disease of the newborn is mostly a disease of premature infants, not term infants. Your doc will treat you with IV antibiotics in labor which significantly reduces the risk of neonatal infection.