If you stop and think about it a web site is nothing more than a bunch of files that are located on a server that could be located anywhere in the world. As your browser connects to them, it allows their contents to be displayed and for you to interact with them. Anyone can create one with no more than a computer and can create their own digital certificate to fool you into believing you are on say, your bank's web site However, if your computer does not recognize the root certificate, your browser will warn you.
The root certificate is issued by a verified certificate authority and is what your computer uses to validate that the site you have been directed to by your browser is in fact the real site. If for any reason your browser tells you that the site you are at has certificate error, you should proceed with caution or better yet do not proceed at all until you have verified the certificate of the site and your browser tells you that it is safe.