It is how the Internet work when display on SSL (https:;//).
If there's a lot of images in project as they will be called in HTTP mode, when you open WYSIWYG on step5 or preview under the control panel in HTTPs mode, they will be noticed as insecure items. Browser will ask you whether to show the insecure items. If you press 'No', these images will not be shown up. You should feel free to press 'Yes'. It's no matter what you have chosen, as your web site runs in HTTP mode will work normally after published.