Hi Elnirh
Yes I would say Direct monitoring should remain on, the only reason to have it off is if you wanted to insert say Guitar Rig (or any other effect) on one of the input inserts, then of course one has to live with whatever the ASIO latency is. and DO spend a bit of time with the manual if you can(and indeed on these forums)one can pick up all sorts of shortcuts tips etc.
Best Regards
Dave