What is mixed content? And what are the "optionally lockable content "and"lockable content"?

Despite not understanding almost anything on this subject I was reading about the protocols and security certificates as I saw this alert of Mixed Content on a website

Reading about it I came across terms like "Mixed Content", "optionally lockable content" and "lockable content" and wondered what they would be...

• what defines a document as being of"Mixed Content"?
• What are the " optionally blockable content " What if they are optional how do I define that they are allowed or should be blocked?
• and what are the"lockable content"?

➽ My intention is to know what I can or can't index on my site as CDNs, imagens and know if they are "optionally lockable content" and how I set whether on my site they are allowed or not.