Good copy is an essential part of good UX, and the copy in alert messages is the hardest to get right. Errors? Forget about it, just say what went wrong. Successes? Piece of cake. Alerts? They need to inform, enlighten, and educate the user, tersely, and often need some kind of feedback or input in return.
So it's easy to get it wrong. Consider the worst offender I've ever come across:
This means nothing to people. Certainly not to the average computer user, or even to power users. The message makes no attempt to explain itself. What is "revocation information", or even a "security certificate"? And "this site"? What site? Do I want to proceed? Proceed with what?
Here's a mantra for you:
Alert users of consequences.
Do not alert them of technical details. They don't care about them and they don't want to know about them.
"Do you want to load [site]? Its security certificate may not be valid and your data may be intercepted."
Better, but we're still throwing around "security certificate" like it's something everybody knows about.
Please let me know in the comments or on Twitter if you have any good rules of thumb for alert messages.