May I ask was Cloudflare active/enabled when you were using SiteGround?
I am asking becasue if yes, they might first have to disable the integration (SaaS), therefore you could continue and proceed.
Before moving to Cloudflare, was your Website working over HTTPS connection?
May I ask what SSL option have you got selected under the SSL/TLS tab at Cloudflare dashboard for your domain ( Flexible, Full, Full Strict … )?
Nevertheless, about the error you are getting may I suggest looking into below article for moe useful information:
Seems like your SSL certificate is expired and not being valid anymore. You should renew it just in case.
You can temporary leave the DNS records unproxied (DNS-only).
Continue the process of renewing your SSL certificate.
After success and after your Websites works over HTTPS, switch them back to proxied and set to cloud.
Nevertheless, make sure you have selected the correct SSL settings under the SSL/TLS tab of Cloudflare dashboard for your domain name → Full (Strict) SSL.
Here is a way to re-check if you correctly setup the SSL for your domain with Cloudflare:
Otherwise, In case you do not have an SSL certificate, you can use Cloudflare SSL, if so, kindly make sure you follow the instructions as follows on the below article to setup an SSL certificate using Cloudflare Origin CA Certificate: