No. It’s how most web sites work. Unless you run a community that it for some reason likely to be targeted by DDOS attacks, it’s not something to worry about. Discourse has some protections for DOS attacks.
Your web site will work.
Discourse does the optimizations itself, so those that Cloudflare adds (that don’t break your site) don’t help much. And putting it in front of your site will mostly slow it down since all traffic will need to travel from your server to cloudflare and then the end user.
If you are really concerned about performance you can use a traditional CDN (like bunny.net, or AWS Cloudfront) and move your assets to a Configure an S3 compatible object storage provider for uploads.
There are topics that you can find about which Cloudflare speedups work with Discourse.