Some social media outlets put a filter on links that they decide may be harmful. This warning appears when you attempt to click on such a link. Twitter's explanation is as follows:
The link you are trying to access has been identified by Twitter or our partners as being potentially spammy or unsafe, in accordance with Twitter's URL Policy. This link could fall into any of the below categories:
Malicious links that could steal personal information or harm electronic devices
Spammy links that mislead people or disrupt their experience
Violent or misleading content that could lead to real-world harm
Certain categories of content that, if posted directly on Twitter, are a violation of the Twitter Rules.