You approved AVG's certificate? That should solve the issue.
When a virus scanner scans secure email, it has to insert itself between the mail client and the host. This is commonly referred to as a "man in the middle" situation, and since AVG's certificate doesn't match the mail host's domain name Opera warns you about it. But you can tell Opera that AVG is okay, and then it should stop warning you (it hasn't warned me since. I do use a different anti-virus than you but it should be the same.)