Client certificates are used for client-side authentication of an SSL connection. Usually, by default, you do not need to request a client certificate, since the server can serve thousands of clients, and the only way to authenticate the client (and it makes sense) is that the server and clients are part of the same PKI infrastructure (which practically means part of that same organization).
Therefore, if you do not ask about your browser, everything is fine. There is no danger to fear on your side. Even worse, what could happen is that you wonβt be able to connect to sites that actually authenticate clients
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