Sql servers are using Kerberros and NTLM Authentication
Kerberos authentication should be faster and it is definitely more secure, so if you are at all concerned about security it should be enabled.  The only issue that I can think of that might occur is if the Service Principal Names (SPNs) incorrect, then logins will fail.  Accordingly, if you are adding SPNs to get it set up, I would recommend having the SETSPN commands ready so you can quickly will back out the changes that were made.  


Add new SPNs
Test client / application connections (restart applications that connect to force new logins)
Remove SPNs if tests fail and investigate


Ref: What Is Kerberos Authentication?