I'm looking at optimizing my website, I've come across, a website called "gtmetrix" but is it any good at giving advice on optimization and speed? I've also come across some others that people use on XF.
PageSpeed Insights and GTMetrix both use Lighthouse so their advice will be more or less the same. GTMetrix does provide some additional bells and whistles though.
What @Jeremy P said is true. I use GTMetrix myself because it gives some extra data points to improve things, but it gives primarily the same info as Google PageSpeed.
Screenshots of scores alone don't really mean anything. If you scroll down, specific diagnostics which explain the scores are already provided. You have to address those, or provide a link to the results at a minimum for anyone else to help.
The largest size you expect it to be intrinsically displayed at by the vast majority of your visitors. It's rendered at less than 2000px wide for me. You might also consider creating separate images for mobile and swapping them with media queries.
Optimized images improve page load time and user satisfaction. This tool provides measurable and actionable info about how to go beyond simple compression.
webspeedtest.cloudinary.com
Not too big of a deal for your site but here are sample results:
Yes cloudflare typically does want you to change to their nameservers but it's quick and easy and everything will function as normal after the dns resolves. Don't be scared of it.
No, no, in order to use a CDN (never used one before), I'm assuming I must change my name servers from ns1.website.com to the name server of the CDN, no matter if its Cloudflare or another CDN provider?
That's it, that's how it works, so I'm making the metaphor with the VPN and the IP... You can't, unless I'm wrong and it wouldn't be the first time, use a CDN without changing your nameservers since that's exactly what a CDN like CF does...
But this is valid for a CDN which manages all your traffic, there is also the possibility of using CDNs for part of your data, such as for emojis, fonts, coding languages, etc...