The TLS certificate is self-signed, so the warning is "correct". The encryption is just as strong as any other HTTPS connection, but without a CA's signature the site's identity can't be guaranteed -- a man-in-the-middle attack could be used. Unfortunately, getting a signature costs money.

Verifying the certificate's fingerprint here before adding an exception will prevent any MITM attack. This is only necessary when you add an exception; subsequent MITM attempts will trigger a warning by your browser.