The problem is that the server use a self signed certificate, so Mumble can't check the validity of it.
Normally, if you connect the first time, a dialog should pop up and inform you about the unknown certificate.
You can dismiss this certificate and Mumble will not connect to this server, or (if you trust this server) you can accept it.
If you accept the certificate, Mumble store the certificate as valid and will never ask you again.
Tested on Debian 10 (Buster) with Mumble 1.3.0.