there are guides on rooting and it first requires to unlock bootloader on nokia3, at first i did do it but due to some issue i had flash firmware ,after flashing back there was a option available of oem unlocking . So do i have to unlock bootloader even if i had oem unlocking option available in settings and also can you tell on starting device i get red state warning is it a big issue or should i ignore it.
That option does not do the unlocking itself – it just prevents it (when toggled off) or permits it (when toggled on). So yes, even with this option present, if you want to have the bootloader unlocked while it isn't, you will have to run
fastboot oem unlock – after permitting it here.