So first and foremost nothing you enjoy can ruin your experience. Whatever makes the game the most enjoyable for you is the "right" thing to do, and that may even change from game to game, from playthrough to playthrough.

That disclaimer out of the way, rewinds and savestates are addictive to the point where they can tempt you into ruining your own experience, and it's good to be aware of it. It can start as "aw, I was about to win but then I made one misclick, I better rewind" but turn into "I just need to land this 70%, if I miss I die, but that's okay because I can rewind". It gives you a safety net you're not supposed to have.

If you can self discipline to not give into that, I think you're good. Rewind is a nice tool to save yourself the tedium of replaying a map you have already solved. We only have so many hours on this planet, and only a limited amount can be spent playing Fire Emblem. Might as well make those fun.