Once connected, you may receive a notice saying, "This Connection is Untrusted" or something similar. This is normal and nothing to worry about. In order to ensure security, Plesk loads a default, self-signed SSL certificate that your browser is unfamiliar with. Your browser should give you the option to "Add an Exception" or "Bypass the Error" for this particular URL. In short, you are simply telling your browser that you are familiar with the URL and that it does not pose a security risk.
Once you have added the exception, you will be prompted to enter a username and password.