If you are seeing this across a family of sites or just one site, it’s possible (in fact it’s even most likely) that it’s a problem on the server’s side. It may be a designer error. It may even be a malicious site.
Often, when a secure https site is fetching images from its unsecure http counterpart your browser will flash a security warning. It’s common, but is it something to worry about?
The “potentially unprotected” warning seems fairly common in situations where you really are still protected. I’ll cover several theories as to why it might appear.