What it means in general is something like this:
Almost every site wants to install something called a “cookie” on your computer. That cookie is some software that lets the site interact with your computer easier. Due to some changes in the laws in the last few years, you now have to approve the ”cookies“ to be downloaded and most sites give some different levels of cookies to download from none to all that the site wants to.
Most sites are honest and most people just say give me all the cookies you want.
But I am sure there are malicious sites that would use the approval site to download tracking and other malicious cookies onto the computer. Porn sites are often that type of site or their site was hacked and some other person is using them to get onto your computer.
Now for the problem you have, which I am not certain what caused it, but you may need to erase all cookies from your computer or just approve new cookies to be downloaded from the site you want to visit. I don’t recall how to do either of those today but I am sure the internet could tell you how. You can also call the site and try to get them to help you if you really want to get to the site.
I generally just don’t care enough to try hard to get to sites that throw up warnings if the site was just something that I was just looking at. I move on to some other website.