About the warning message :
It only means there is insecure content on the page, for example :
<img src="http://cdn.sstatic.net/superuser/img/favicon.ico" />
Is on the page, there is content on the page which doesn't come to you through ssl ( the image )
There is no link about a keylogger, it only means that the image in http is not encrypted to come to you.
But as a side note having content not in https make it easier to fake it, for exemple if there was on youtube a file :
if it was in https it would require certificate associated with www.example.com, but in http just getting you the bad result of dns to ip ( dns injection, adding line in
/etc/hosts, ... ) is easier ( and then the bad guy can send any "script.js" he want ).
(It's also possible with https but the bad guy would need to fake certificate and validation of certificate and it's harder.)
About your questions :
Is it possible I am receiving this statement out of a chrome hiccup? => no, there should have been elements ( images, flash, css, script, ... ) displayed on the page but not in https.
Or something more sinister ? => it's a small possibility, but only to access a Google account it might be far-fetched ( but caution is security so changing password and secret question might be a good thing ).
On YouTube you can see video watching history and searching history ( but it's possible to delete entries and set to standby the search history, so it's not totally safe even if there is nothing suspicious in the two history )
In the same way but better, in gmail ( if you have a Gmail account with your google account too ) there is last account activity which shows you time, country, IP and method of last activities.
So before deleting the account, you could have looked it up ^^
About wifi vulnerability :
Well firstly everything in https will be encrypted, so even if you wireless is super loose, people shouldn't be able to decrypt any request/reply to/from https content.
Secondly the bad guy should be located in the range of your wifi hotspot.
So I think the only issue with wifi vulnerability ( and the website in https ) should be having in the same time a vulnerability on your computer which would make it easier to dns inject you, or simply directly install a key logger on your computer, ...