If you are redirected to this page when opening your Matrix Application you need to reconfigure your PC to enable web sockets.
Please contact your IT department - they will probably know what to do.
The websockets are used to send information from the server to users (the brwoser).
This allows each user to know if other users edit or look at the item he or she is looking at. If websockets are not working two people might edit the same item in parallel and you might have a conflict when saving.
For more information about the technology see: https://en.m.wikipedia.org/wiki/WebSocket: Websockets works other the normal https channel (like the application) but in the other direction than normal requests (where the browser ask the server for information). Here, the server pushes information to the browser, e.t. to tell you that there is a new notification or someone else opened the same item in Matrix.
Your company’s IT might disable this communication for all or some users, either in a router, firewall, or some pc settings. It is also possible that the pc might / browser might be too old or badly configured. It might be a temporary network issue ( in that case the warning should not come every time you login).
In any case, this is something your IT department should be able to solve.