If you have an antivirus or firewall installed on your Mac or Windows device, you may still see the error notice because the antivirus or firewall is overriding your network. A VPN hides your traffic and protects your identity by sending and receiving encrypted data from and from a remote server.
Using a Virtual Private Network (VPN) is the best approach to safeguard your data when using public Wi-Fi (VPN). If you are concerned about the security of your connection, try another Wi-Fi network or wait till you can surf safely at home. Some public Wi-Fi networks are poorly configured and may not support HTTPS. Using public Wi-Fi may result in a warning since it is not secure.