Your site needs to be working over HTTPS without Cloudflare before you place Cloudflare between your visitors and your server. You will want to pause Cloudflare and make sure that your site is working properly over HTTPS. Once you know that it is, confirm that your Cloudflare SSL setting is Full (Strict) and you can then resume Cloudflare.
If you do not have an SSL certificate on your origin site, and your host does not have a method of obtaining a free certificate automatically, you can always use a Cloudflare Origin CA certificate. Note that you will see an unknown issuer warning when connecting directly to your origin site while using a Cloudflare Origin CA certificate. This normal and is caused by this certificate being intended to secure the connection to Cloudflare.