with emails, is it better to delete immediately or save to Inbox ?
Saving to Inbox is default choice in normal protection.
What do you think, is it better to change this option ?
It is always better to delete it, especially if it is unexpected, but first write down any details of the email from address, subject, etc. and check with them (if you know them). If it was wrong you can always have it sent again.
Once it gets into your inbox it becomes more difficult to deal with and depending on your email client, you could lose the whole inbox. So it is best to use the inbox as if you were in an office, stuff comes into your in tray, you read, action and file in the appropriate location (other email folders, personal, work, newsletters, etc.).
That way if you do have a problem and you lose your inbox you lose very little. The inbox is the most likely to suffer corruption if you have a system crash as it is usualy open.