Was this warning from your browser?
This site uses HTTP, as in it's not encrypted, and that's pretty normal for message boards and the like, or has been for years. Yes, it's true that there isn't any privacy in it really, as it wasn't designed with privacy in mind; what you type, passwords included, to exactly which pages, are sent over the wires in a readable way. HTTPS (green padlock in address bar), which uses encryption to make all that plain text just ~random gobbledegook while travelling through the wires, has always tended to be used for more critical information like your banking etc. If sniffed - listen into along the way - only the main address is to be seen, not the exact page, or what you're typing on it.
The browser makers, and others, are pushing for it to be used across the board, hence these warnings.
So, common sense it is - think of HTTP, the lack of a green padlock, as a crowded room where everything you say could potentially be heard by others, if someone capable chose to eavesdrop, and share info accordingly.
Also important to note is the fact that the Government gets everything.http://www.telegraph.co.uk/technology/2016/11/29/investigatory-powers-bill-does-mean-privacy/