Generally warnings like that are a big no-no (suggesting that either the site you're visiting or your internet connection has been compromised) but in this case when you click an outgoing link on cyclechat it uses a redirect service - and the address CC uses for outgoing links "go.cyclechat.net" doesn't match the certificate of the redirect service and so your browser says "I've got a bad feeling about this"
In this instance it's not particularly risky. You can get around it by adding a security exception in your browser for go.cyclechat.net - though I would strongly advise against using security exceptions in general.