Your site is being loaded with securely https
protocol and your font awesome file is being loaded using http
protocol.
That is why the browser is blocking the content loading of that font awesome file (It's the default behavior of browser).
You need to always click on that alert button or else if possible download the font awesome file and place into Style Library and then refer in masterpage. Here you can find the explanations how to do it: Font Awesome EASY: Default CSS
As an other alternative you can load font awesome file with http
protocol if supported.
The same way you can do with jQuery library or any other JavaScript plugin. You just need to keep in mind the protocol should be the same wherever it is applicable.
For further details you can read this article with explanations of referencing jQuery library to SharePoint masterpage here.