O365 Migration Question

Looking for some solid advice on starting to use O365. Currently have a company that has roughly 700 users. They have an on-prem data center that includes an Exchange 2010 array along with a SharePoint 2010 environment. They have purchased enough licenses at this time for O365 as they would like to move to SharePoint online. They would like to keep Exchange on-prem for the time being and start to utilize some of the other features of O365 like OneDrive and Teams. My questions is, what is the best way to setup the Azure AD connect at this time. Should I setup the Hybrid environment now for Exchange so that it is ready to move to Exchange online in the future or just wait until that time comes, if ever? I ran IDFX tool and it came back showing that all the users UPN and proxy addresses are showing the user@domain.local. I can easily fix the UPN addresses and add the @domain.com but what should I do about the proxy addresses? I read that you can remove the @domain.local from Exchange but that may cause some other mail routing problems. Should I just leave it, what have others done? I Just don’t want to initiate an AD sync now, mess anything up or make more work for myself. I look forward to hearing from you.

Thank you!
-Mike