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From Mozilla Forums:
The gray exclamation triangle is a little confusing because there are two different types of information mixed together in that icon:
(1) Not supplying identity information: this indicates that there is a valid security certificate, but it is an ordinary certificate and not an EVSSL (green lock) certificate. Same as a gray padlock, as far as the main page goes. So that part of the message is not worrisome unless the site used to show a green padlock before.
(2) Gray exclamation-triangle: this indicates that that the page contains "mixed" content. More specifically, although the page was retrieved through an encrypted connection (HTTPS) with a valid certificate, something in the page was retrieved over an open connection.
To discover the non-secure content, you can look in Firefox's Browser Console:
Windows: Ctrl+Shift+j
Mac: Command+Shift+j
Menu Bar: Tools > Web Developer > Browser Console
(Win) orange Firefox button > Web Developer > Browser Console
Once you have that open, you likely will see lots of stuff. To filter the list, type mix into the search/filter box at the upper right.
At this point, you can decide whether you are concerned about the non-secure content. For example, perhaps it's something from the same site that they mistakenly forgot to serve with an HTTPS URL. (Screen shot example attached.) But, you may discover that it's from a different site and then you can start to assess whether there might be something suspicious going on with the page. If you start seeing a pattern, perhaps one of your extensions is injecting advertising into the pages... or worse.
Note: You can keep the Browser Console window open (minimized) with the filter set to mix for quicker reference if you're seeing this often.
support.mozilla.org/en-US/questions/983078