@MichaelMcNeil - With the price of memory cards these days, I would most definitely leave it set to JPEG fine. This will give you less compression and sharper images. There's really no point in adjusting it down to JPEG normal.
If you're interested in retaining detail, I recommend shooting in RAW. It can be a little daunting at first, but if you use an image editing/organizing program like Lightroom, working with RAW files is a breeze...even for a beginner.
Your camera comes with View NX2 on a disc in which you can edit the RAW files and then convert a copy to TIFF's or JPEGs to various stages of compression. You don't need Lightroom etc to deal with RAW images.
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If you're interested in retaining detail, I recommend shooting in RAW. It can be a little daunting at first, but if you use an image editing/organizing program like Lightroom, working with RAW files is a breeze...even for a beginner.
All the best!