The defaults are actually fine; don’t worry. You don’t need to set a passphrase for your key, you don’t need to run an agent. Just

    ssh-keygen -t ed25519

and paste your public key into ~/.ssh/authorized_keys. `-t ed25519` is optional.

> You don’t need to set a passphrase for your key

That's highly questionable advice. The passphrase is like two factor auth, it protects you if your private key ends up in someone else's hands. That's a risk you have to weigh up.