The Create own Message-Id headers section lets you define how your messages' Message-Id field will be generated. The Message-Id must have a suffix that's world-wide unique. Depeding on your setup, this might already be the case. You should send yourself a message and look at its headers. If it contains a Message-Id that ends in “localhost” or any other string that's not guaranteed to be unique you need to select Create own Message-Id headers and set a unique suffix. The best thing is to use the name of a domain which you are the owner of.
The Define custom mime header tags section sets the headers that KMail will use for its outgoing messages. You can both invent new fields and overwrite existing ones. This feature is only useful for advanced users.