You've enabled SSL on your DNN Site, and you've set your home page to be secure. Your SSL certificate is active, and all is good...but there's a problem. When you click on the logo, it takes you to a non-secure version of the home page.
Solution: Make sure that you have specified the home page under Site Settings -> Advanced Settings! If you have the home page set to None Specified, clicking on the logo will take you to a non-secure page. Simple solution, but maybe not obvious!