Notice the green 'https://' in this website's address? That means that the website is secure and the data you pass to this site is encrypted during transit. The primary reason why SSL is used is to keep sensitive information sent across the Internet encrypted so that only the intended recipient can understand it. This is important because the information you send on the Internet is passed from computer to computer to get to the destination server. So for this site, when you log in, for example, your username and password are encrypted until it reaches our server which keeps your login details secure.
Just a note to say that I'm starting to find out why this is happening - I can replicate the issue when I use either a Microsoft account or a local account with a space in it. Please view the following page to see the latest fixes.