Put another way: Convection Fan Threshold sets which FR (feedrate) the convection blower will first turn on.
By increasing this value you will be increasing the size the fire is allowed to get to before the convection fan turns on, effectively increasing the temperature of the air it will blow at minimum speed.
We, of course, recommend leaving this setting at default value. However, people and installation needs are different, so if you feel that the stove is blowing "cold" air when it first kicks on, you can increase this value to remedy that. On some stoves and installations people have opted to actually decrease this setting in order to have the blower come on at lower fire sizes because they felt there was still room to lower it without it blowing cold air at minimum speed.
It is entirely up to you where you want it set, but if you have no particular complaint about the air the blower is moving out of the stove when first kicking on then leave it alone.