Overlay
Recommendation: Overlay is typically the best setting to start with. Specific use cases exist for setting it to Attachment.
source: Autodesk help: * Attachment. Makes the linked model visible when its host is linked into another model. * Overlay. Does not load the linked model when its host is linked into another model. This is the default setting. When the Overlay option is selected and you import a model that contains nested links, a message displays indicating that the imported model contains nested links and that they will not be visible in the host model.