Noob Internet Question

So you know when you use a website and this pop up comes up:



What information are they actually referring to? I've been put onto an AAT course through work with a teaching company called Kaplan. I've just signed up to their website so I have access to all the necessary learning materials but whenever I click on the "My Learning & Testing" pages, I get the above pop up. Now I've never paid it any mind because I never visit websites where I get this message so, embarrassingly, I have no idea what the implications are. Is it a safe website to use or will they be leaking all sorts of private information to other companies? I'd hope that a company my work have sent me to learn with are going to be reliable but the whole set up has been a bit messy so I'm not filled with confidence.

It just means they're getting some stuff from another domain that itself isn't encrypted or sending some form data to another domain/server, and half the net still isn't encrypted so it warns you about that.

If it isn't bank details and gooseberry fool I wouldn't worry about it.