The message you get mean that the site linked is not using a secure, encrypted, connection. It don't start with "https:".
It's very easy, and common, for crooks to send fake e-mails that look as if they come from any legitimate business. Banks and government agencies are the most common, but they can impersonate any business at all.
If, when you go to that site by manually entering the address or following one of your bookmark/favorite, you don't get that message, it probably mean that the link is directing you to a fake, look alike, site made to make you believe that you are on the genuine site. They hope that you'll connect with your user name and password. If that happen, then, they can connect to the original site passing as you.
That's what is called "phishing".
IF you can connect normally by typing the site's name or using a saved link without that warning, then, mark the message as junk/spam/undesirable. The e-mail IS FRAUDULENT !
If you still get that warning after entering the address yourself, then, the site is poorly managed. Contact them and ask them to make their site secure by using the https: protocol. Tell them that if they don't act, you'll do your business elsewhere.
If you ever logged in that fake site, you ABSOLUTELY need to go to the genuine site and change your password.
You also ABSOLUTELY need to go to any other site where you use the same user name and password and change your passwords there also.
It's VITAL that you NEVER EVER use any password on more than a single site.
Your new passwords must be AT LEAST 14 characters long. I personally recommend at least 20 or as long as the site will allow. If supported, you can have spaces in the password, making it a pass phrase. Pass phrases are more secure than simple passwords. You should use some special character. Using a mix of lower case, UPPER CASE and numbers surely improve the strength of the password, but it's not an absolute necessity.
You should use some password manager. That way, you only need to remember a single password, and let the manager generate very strong and secure passwords.
Two very good ones are Lastpass and Dashlane. Some anti-virus also come with some kind of password manager.
Electro, July 2018