Getting the following when logging to mail. Is this a threat?

[342]

This is probably not the site you are looking for!
You attempted to reach au.mg4.mail.yahoo.com, but instead you actually reached a server identifying itself as *.mail.yahoo.com. This may be caused by a misconfiguration on the server or by something more serious. An attacker on your network could be trying to get you to visit a fake (and potentially harmful) version of au.mg4.mail.yahoo.com.
You should not proceed, especially if you have never seen this warning before for this site.
Proceed anyway Back to safety
Help me understand
When you connect to a secure website, the server hosting that site presents your browser with something called a "certificate" to verify its identity. This certificate contains identity information, such as the address of the website, which is verified by a third party that your computer trusts. By checking that the address in the certificate matches the address of the website, it is possible to verify that you are securely communicating with the website you intended, and not a third party (such as an attacker on your network).

In this case, the address listed in the certificate does not match the address of the website your browser tried to go to. One possible reason for this is that your communications are being intercepted by an attacker who is presenting a certificate for a different website, which would cause a mismatch. Another possible reason is that the server is set up to return the same certificate for multiple websites, including the one you are attempting to visit, even though that certificate is not valid for all of those websites. Google Chrome can say for sure that you reached *.mail.yahoo.com, but cannot verify that that is the same site as au.mg4.mail.yahoo.com which you intended to reach. If you proceed, Chrome will not check for any further name mismatches.

[Michael]

I would be weary about this, try logging onto your yahoo mail at another computer, possibly one that isn't affected by malware. My computer is and I get weird stuff like that.