What is it is there a danger
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We’re going to need more than that to answer the question. There are lots of reasons that a browser can warn you that a site is not safe. Unless you know what you’re doing (meaning you’re a web developer or sysadmin type person(, you should follow Safari’s recommendation.
What was the exact warning it gave you?
It means there is no guarantee hackers won’t see the information you enter to the website. If you are going the enter no information and just read something, there’s nothing to worry about.