Add an explicit note about needing https to preempt future issues, after one...

Add an explicit note about needing https to preempt future issues, after one user got caught on this.

doc/integration/sourcegraph.md

@@ -64,6 +64,8 @@ Feature.enable(:sourcegraph, Project.find_by_full_path('my_group/my_project'))
 
 If you are new to Sourcegraph, head over to the [Sourcegraph installation documentation](https://docs.sourcegraph.com/admin) and get your instance up and running.
 
+If you are using an HTTPS connection to GitLab, you will need to [configure HTTPS](https://docs.sourcegraph.com/admin/http_https_configuration) for your Sourcegraph instance. 
+
 ### Connect your Sourcegraph instance to your GitLab instance
 
 1. Navigate to the site admin area in Sourcegraph.