If your browser is warning you that there is mixed or insecure content on the page, or is showing your site’s HTTPS padlock covered by a warning symbol, this means that webpage is requesting files that aren’t being served over a connection secured with SSL.
Assets like images or PDFs directly uploaded to your site could cause these warnings, but the most frequent cause is when the page is displaying an image or embedded content hosted on another website not secured by SSL.
Depending on the browser and visitors’ settings, insecure content may not even display on the page. In the case of an image, the best course of action is to upload it to your site with permission, and insert it into your post. With an embed code, you can try adding an “s” to http in the URL and see if the site has SSL; if not, it would be best to link to the external page with the content rather than embedding it on your site.