I also have this message that appears at the launch of Opera Developer (also launch with only the charge of Speedial).
This message apparit only in Opera Developer, any messages in Opera Stable (last updated version and in Opera 12 , Opera 12 and Opera Next x64 x64) .
My antivirus and firewall is Avast Internet Security 2015 (latest version), and after several attempts I came to realize that this message appears when I enable the " Allow HTTPS analysis" of analysis parameters in the Avast Web Agent