The yellow triangle means that some of the resources (maybe just images) are not secure (e.g. not from a secure source). It is not uncommon for this to happen and usually nothing to worry about.
It happens because the website designers/developers haven't done their job properly. If a site is meant to be secure (https), then all of the resources should really be taken from a secure (https) server. Clearly some developers are lazy and take some resources from http servers.