To establish secure connection(HTTPS) in Gmail, until now, you had to manually type https://mail.google.com in the address bar, now Google has added an option to Gmail settings to “always use https”. Https is typically used for sites that deal with sensitive data, like PayPal, Google Checkout, AdWords and a handful of other similar sites to make the connection between your browser and the remote servers is encrypted and nobody could capture the sensitive data.
If you want to always use https, then this setting makes it super easy. Whenever you forget to type https://mail.google.com, https will add for you. If you already have the https URL bookmarked, using this setting will ensure you access your account via https even when you don't use your bookmark. Any http link to Gmail for example, the one at the top of Google.com will be automatically redirected to https.
Note: Some products that connect to Gmail, like Google Toolbar, are not yet compatible with https. Google is in the process of rolling this feature to all Gmail and Google Apps users, so check back in your settings menu if you don't see it right away. You can go directly to https://mail.google.com.