Most browsers have a console that opens with F12. There you should see detailed error messages like this:
Mixed Content: The page at 'https://www.example.com/' was loaded over HTTPS, but requested an insecure image 'http://example.com/media/image.jpg'. This content should also be served over HTTPS.
Most likely this comes from an extension/theme that either does not use Mage::getBaseUrl()
properly or includes external scripts over HTTP (like for tracking)
If such external scripts are also available via HTTPS, you should search for them in the code (XML or PHTML files) and change the URLs either to https://example.com/...
(to always use HTTPS) or to //example.com/...
(to use the same protocol as the current page)