The regular way of booting into software and operating systems is called “Legacy Boot” and must sometimes be explicitly enabled/allowed in the BIOS settings. Legacy boot mode does not normally support partitions greater than 2TB in size, and can cause data loss or other problems if you try to use it normally.

Is it bad to use legacy boot?

It won't cause any damage. Legacy mode (a.k.a. BIOS mode, CSM boot) matters only when the operating system boots. Once it boots, it doesn't matter anymore. If everything works as expected and you're happy with it, legacy mode is fine.

When should I use legacy boot mode?

If you're booting from a network that only supports BIOS, you'll need to boot to legacy BIOS mode. After Windows is installed, the device boots automatically using the same mode it was installed with.