Changing sender email address for your store

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Hello all,

I need some clarification regarding changing the sender email address for my Shopify store.

My custom domain was purchased through Shopify. 
I have followed the Shopify help instructions and have changed the email address in the Store details section under the Sender email section.

However, the help article also says this and I'm not sure what it means or what else I have to do?:

"If you don't setup email forwarding to use an email address with your store domain, and update your sender email address, then your store's emails might appear with as or via to your customers, or be flagged as spam. It's recommended that you use an email address from your store domain to avoid deliverability issues and help with brand recognition."

This is the help article I'm referring to:

Any help would be appreciated.

Many thanks