Had it connected to a virus-infected laptop and now I'm afraid of my new PC that it has taken a virus with it and has now transferred it to my PC, is that even possible?
NO
At least I haven't come across anything in that direction so far
A graphics tablet is an input medium like a mouse and not a storage medium like a USB stick.
I was just scared because my graphics tablet had a USB stick as a symbol
If you can't save anything on the tablet, nothing can load itself onto it.
In theory it is possible.
Infecting USB devices is a common method of spreading malicious code.
But
Please explain to me how a self-executing file should be able to load itself onto a device with no storage space
It depends on how much storage space it has, that it has one is not the question and you do not need a lot of space for malicious code.
With simple programs you can get to memory addresses on USB sticks that are not accessible to the end user.