You need to set the correct SSL settings. In short, there are usually 3 settings:
- Flexible SSL: Secures the connection between your visitors and Cloudflare, but not to your server. Therefore it is not recommended.
- Full SSL: Requires you to set up an SSL certificate on your server.
- Full (Strict) SSL: Same as Full SSL, but the certificates must be trusted by Cloudflare.
You can always generate and use Cloudflare’s free origin certificates if you don’t want to get publically trusted SSL certificates for your servers, as long as Cloudflare’s proxying is enabled.
Also, here’s an article that covers that: