The first sync imports as much history as Search Console serves for your plan: Free 3 months, Starter 16, Pro 16, Agency 25. Search Console itself keeps about sixteen months, so connecting early preserves history you cannot get back later.
Provisional days
Search Console finalises data about 3 days behind. The newest days are marked provisional and drawn hatched in charts, so a dip at the right edge is not read as a real drop.
The coverage gauge
Search Console returns at most 50,000 rows per day per search type for a property, and hides rarely searched queries. The coverage gauge shows what share of the reported total the stored rows account for. Where it is below one hundred percent, query-level numbers describe the visible part only.