Cloudflare settings when you first set it up

Short answer - yes, in concern of your Website visitors and security.

Thats great if your Website already has got an SSL certificate!

Therefore, if your Website was already working over HTTPS before moving to Cloudflare, kindly navigate to SSL/TLS tab of Cloudflare dashboard and select Full (Strict) SSL option.

Here is why:

In case if not, then I would recommend below articles to propperly setup the SSL for your domain with Cloudflare:

If any other issues appear, follow the needed steps for troubleshooting from article below:

Regarding available SSL options at Cloudflare dashboard, check here:

In case you do not have an SSL certificate, you can use Cloudflare SSL, if so, kindly make sure you follow the instructions as follows on the below article to setup an SSL certificate using Cloudflare CA Origin Certificate:

I am not sure what will happen if you use Auto-Minify for HTML, CSS and JavaScript at the Cloudflare end while keeping it also enabled at WP Rocket - seems like “double job” not required.
In my opinion, I would only keep the Auto-Minify at Cloudflare (less job for the origin host / server to do), but as far as there were topics and issues from other users regarding WP Rocket ↔ Cloudflare, kindly, may I ask you to follow the instructions how to propperly setup WP Rocket while using Cloudflare as follows on below articles:

I am not familiar with that. What does it do? I believe it is not needed to turn it off so far.
If you encounter some issues like it’s not working or some Firewall Events appear at Cloudflare dashboard, then it would be the need to troubleshoot how to fix them like allowlisting Jetpack’s IP addresses and similar steps.

Also see below post regarding it - also the user was using WP Rocket + Jetpack Image Accelerator + Cloudflare as you:

Regarding what I mentioned above about allowlisting Jetpack IP addresses, see this articles:

Known issues with Jetpack and Cloudflare Rocket Loader:

Some more helpful information:

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