If you're riding on the road then either lock out the fork or set the suspension to be firm. If you're riding partly on decent tarmac and partly on seriously bumpy stuff then set it for the bumpy stuff and lock it out on the tarmac.

If you ride on tarmac with a soft suspension fork you'll lose some of your pedalling energy as it bounces the fork. If you power up a hill with the suspension active you can sometimes see the fork bouncing as you pedal. All the energy that went into bouncing the fork could have gone on pushing you up the hill.