What are web certificates?

I was wondering,

what are "Web Certificates"?

I've recently found them on my computer, with no idea how they got there...

Sometimes, if I go on a website (like Bing.com), it gives me the message "This website's certificate is not valid. Website identifies as 'Static.facebook.com'.

Are you sure you want to continue?"

Options: Cancel, Go

If I press "Go", it sends me to a "Website not found" page. If I press "Cancel", nothing happens, and i can continue to read the website.

So, in summary, What are "Web Certificates"?

Why do they expire?

If they expire, is it ok to delete them?

lastly, How Did They Even Get Onto My Mac?

Thanks