In this step, there are two options relating to Icons. You can choose which Font Awesome icon subsets you want to load, and you can set Font Awesome v4 Compatibility.
If you click the Find Recommendations button, the Wizard scans your website and offers a range of infomation pertaining to the icons used on the site, to help you make your choices. It offers a full list of all the icons used on the site, breaking them down into the individual pages they are used on. (If they are under the Meta column, this means they are not used directly in the content, but are in used in a menu). This list is useful if you want to convert your Font Awesome icons to a single custom icon set to improve your load time. See the How To Replace Font Awesome Icons With A Custom Icon Set documentation for more information on that process.
The recommendations for the two font options lets you know which subsets you can turn off, or need on, and in the Font Awesome v4 Compatibility option, the recommendation also lets you know if you have any old v4 icons, which you could then update, so you could turn off v4 compatability.
Once you have made your changes on this page, click Save Changes, and then Next Step.