You are seeing this icon (pictured below) because there was a connection loss between the Learning Management System and the lesson, while taking the lesson. A connection loss can occur if your internet goes out, the lesson remains idle too long, but most commonly it occurs because the lesson was closed incorrectly. Lessons should be closed using the exit button within the LMS window, not by clicking the X in the top right of the browser.
In most cases, you can continue the lesson by clicking the yellow icon. If this does not successfully relaunch the lesson, then you'll need to contact your system administrator to have your lesson reset.