About a year ago, Twitter began offering HTTPS connections. This sends encrypted data from your web browser. Twitter has now announced that HTTPS is now on by default for all access via the twitter.com website. You can turn off HTTPS if you want, but there is no reason to do so.
It’s worth noting that many Twitter clients also offer HTTPS access, so if you don’t use Twitter via the company’s web site, check your client and see if there is such a setting that might not be on.