Anytime a webpage has components that are not https will cause you to see this.
Take for example this thread.
https://www.wxforum.net/index.php?topic=38266.0You'll see the problem there. But that is not really an issue with wxforum.net. It is because wxforum.net allows users to link external content that this happens. Users often have http links in signatures or inside of posts.
All the warning means is that there are elements of the page you are on that are not https, and therefore you should not trust the website should you be required to send personal information as it won't be encrypted between you and the server. This is something relatively new for web browsers to show you. It keeps you safer.