There can be a number of reasons for this. Gmail has a help section outlining a number of them.
One thing that I just noticed is that the Facebook footer links are triggering this message. I’m guessing that this is because there is a phishing scheme going around with links that do redirection and end up at facebook.com – as that’s probably a tactic that phishers are using.
So if you include links to Facebook and also do link redirection, you might want to be on the lookout for this. Facebook links are temporarily disabled right now within MageMail.
