FileMaker 16 defaults to preferring "secure" connections to servers. (This is a trend that you will see more and more in the tech industry)
That means, when you connect to a FileMaker Server and that server does not force "secure SSL" connections, you will be shown a warning message to that effect.
This is just a warning and is likely not a problem for most Athenaeum installations.
In that case, when you connect, click the "Always permit connection to this host" checkbox, then click "Connect" and you will not be displayed that dialog again.
For environments where high security is required, a certificate can be purchased from an appropriate vendor and FileMaker Server can be configured to use that certificate.