Cloudflare provides Flexible SSL for free - an encrypted connection between your visitor and Cloudflare. However, in this scenario the connection between Cloudflare and your server is NOT encrypted. If you have an SSL certificate, then you want to use Full SSL. If you don't have an SSL certificate, you can get one for free from Let's Encrypt. I explain the 3 reasons why you may want to use SSL even if you don't collect sensitive information in Using SSL For Higher Speeds And More.
Here's how to set it up on Cloudflare.
Go to SSL/TLS on CloudFlare site and set SSL to Full. Switch to the Edge Certificates tab and, if you see Active Certificate, flip the Always Use HTTPS switch on.
If you're already using SSL and have a server https redirect, you want to use Cloudflare https redirect instead because it takes around tens of milliseconds as compared to hundreds of milliseconds for most server redirects. Flipping the switch will do just that - deploy the Cloudflare HTTPS redirect.