When using URLs on webpages, documents, or other files, it is important to pay attention to the first part of the URL—HTTP or HTTPS. This could apply to hyperlinks, iFrame code, embedded images and videos, etc.
The “s” in HTTPS means that the connection is secure. URLs that use HTTP are not secure and malicious parties could steal the data being sent. They may intercept usernames, passwords, or other information filled out in a form; credit card information; or other personal data. For details on how HTTP and HTTPS work, there’s an easy-to-understand article that explains it using a carrier pigeon example.