"HTTP" and "HTTPS" are two different protocols. Think of them as if they are two different "cars" (yes, another car analogy).
1) "HTTP" is made of transparent glass and anyone who wants to see inside it, can.
2) "HTTPS" is made of solid lead, and only the user driving it will be able to see inside of it.
Each "vehicle" has its own key. In this case, the key is called a cookie.
To get from one and to another, you would literally be switching vehicles, since HTTP and HTTPS are not the same vehicle. So if you are taking a trip from one to "the store" up the street, the other one would be left in your garage.
As a user on a website which uses session information, there really is no switching back and forth on the fly between the two of them, when only one key can control one vehicle.
With the HTTP "vehicle," you will always get that warning from Firefox and Chrome, as long as they continue to notify users that they are currently using that "transparent glass" HTTP vehicle
