Hey! What that paragraph means is, the type of a soft reference will be loaded (and you'll also see it on the Size Map), only its value will not. So, for the type, use an as small data structure as you can. If you have weapons, and you have a heavy BP_Weapon with a lot of references, then instead of using it as a soft reference type, use its parent (like Object, Actor, a native Weapon, or a minimalist BP parent with no/low amount of references).

I hope this clears it up :)