I am using Anaconda to work on a Jupyter notebook which displays \"Not Trusted\" (see on screenshot below).
What does it mean? Is it a problem? How can I solve
You can try doing
jupyter trust notebook-name.ipynb
as is stated in the docs.
After that, open the notebook as usual with
jupyter notebook notebook-name.ipynb
This can also happen when you create a notebook in a docker container with mounted volume (the file is owned by the root user) and then open in in jupyter running on the host machine. Changing file owner to the host user helps.
It is a security feature to disable the execution of arbitrary code from untrusted notebooks, without the user's consent. There is a doc page on that http://jupyter-notebook.readthedocs.io/en/latest/security.html
It won't prevent you from manually running the code, that's actually one way of "trusting" the outputs.
Apart from them,
You can click on "Not Trusted"
and click on "Trust" when confirmation window pops up.