What's the difference? HTTP (which stands for "hyper text transfer protocol") just signifies the transfer of information between web servers and clients. HTTPS signifies a secure connection (S for "secure"), which means that your browser is talking to the server in a secure, encrypted connection, which is why you'll notice it frequently on banking and other sites that contain personal information.
Find out how to enable this feature on Twitter (and why you should), after the break.
To enable this feature, visit your Twitter Settings page and check the "Always use HTTPS" box. According to its blog post, Twitter hopes to soon make this the default setting for all access to Twitter.com. Both the official apps for iPhone and iPad use secure connections. Mobile browser visits and third-party apps are not yet covered by this change, even if you elect to use HTTPS as the default. For a secure connection via your mobile device, use: https://mobile.twitter.com.
While Twitter has always used a secure connection any time a user enters log-in information, using a consistent secure connection will help protect all of your activity on the service.