You have setup your website and everything is working as excepted until you browse to your website without the www's and you get the message Your connection is not private.
What is happening here is that your website is setup on the www. which is a subdomain and different to the root/bare/naked version of your URL without the www.
To fix, put a redirect on the URL without the www to the version with the www.
For example, redirect example.com to www.example.com.
The fix will depend on where you have delegated your DNS.
Using Cloudflare refer to https://support.cloudflare.com/hc/en-us/articles/218411427#redirects - in summary, setup a page rule to do a redirect.
For others do a search on the following how do I create a 301 redirect for a root/"naked" domain along with your DNS provider name.
Can you improve this post with a comment? especially interested with helpful links for DNS providers.