The message Your connection is not private indicates the server did not provide the certificate that it's www.example.com, probably because your actual host is not configured with SSL certificate for www.example.com. You need to look into documentation for your host (I assume it's squarespace) for how to configure custom domain name with a SSL certificate, if they support it.

You can check the certificate returned by the server when you navigate in your browser to www.example.com and then right click on the icon on the left side of the address bar, and checking the pop-up menu. In Chrome the menu is called Certificate details