Hello there,
When I click on the icon you're describing, I see this message, "Your connection to daughterofslaveancestry.wordpress.com is encrypted with modern cryptography. However, this page includes other resources which are not secure."
As not all the items on your site are housed at WordPress.com (ie. third-party links to non https sites), you are seeing this message.
Upon a cursory glance of some of the third-party items you've added to your site, I can tell you that the widget with the Geneabloggers link is one of the items causing this to occur. When I tried to add it to a secure test site, my test site also had the exclamation point/triangle icon. When I deleted your link/image, the expected https icon reappeared.
You may experiment to see which other (if any) outside links on your site might also be causing this to happen.
I hope this helps! If you have any other concerns, drop me a note. Thanks much!