The downside to using a third party for your remote daemon is that it is privacy reducing (That third party will see your requests to the network). So for ultimate security one should run their own daemon, but as that is a more advanced topic we won't get into it here. If you wish to follow this route it is recommended you run the oxend daemon software separately, wait for the blockchain to sync, and from the wallet select “Remote Daemon Only” and point it at your own local daemon (Remote Node Host: Localhost). This means you do not need to keep the wallet open while syncing and have greater control over the daemon rather than letting the wallet manage the daemon. If this sounds like mumbo jumbo to you, don't stress, just choose the basic network settings above and continue.