Generate a host key

First, make a home for the new SSL files. I use /etc/apache2/ssl. Open up a terminal window, cd to the new directory and issue the following command to create a host key file.

sudo ssh-keygen -f host.key

Generate a certificate request file

This command create a certificate request file. A certificate request file contains information about your organization that will be used in the SSL certificate.

sudo openssl req -new -key host.key -out request.csr

Create the SSL certificate

Create a self signed SSL certificate using the request file.

sudo openssl x509 -req -days 365 -in request.csr -signkey host.key -out server.crt

Configure Apache

Create a backup of /etc/apache2/httpd.conf.

Append the contents of /etc/apache2/extra/httpd-ssl.conf to /etc/apache2/httpd.conf.

In /etc/apache2/httpd.conf, make sure the loading of SSL is enabled (remove the #)

LoadModule ssl_module libexec/apache2/mod_ssl.so

Also, edit SSL section to use the new certificate.

SSLEngine on
SSLCertificateFile /etc/apache2/ssl/server.crt
SSLCertificateKeyFile /etc/apache2/ssl/host.key

Check the config and restart Apache to try the new certificate.

sudo apachectl configtest
sudo apachectl restart

Thanks to the House of Ding and Matt Langtree for providing much of this solution.

I was getting the same warning. I did the following:

sudo mkdir "/System/Library/User Template/English.lproj/Sites/"
sudo touch "/System/Library/User Template/English.lproj/Sites/index.html"

apache now starts without the warning