Rationale
Content Security Policy (CSP) is a standard used to prevent attacks from malicious content in trusted web pages. The Lightning Framework enforces CSP for technical reasons, however developers should always assume CSP is in place and fetch content from trusted sources at all times.
Configuration
Enforcement. Use strict if you want to ensure that any resource is stored as Salesforce static resource and served by Salesforce itself. Use normal if you want to ensure that any external resource is referenced securely (using HTTPS)
Scope
Lightning components
Visualforce pages
Visualforce components