is it best practice to enable DKIM in office 365?

You should absolutely enable DKIM. If you don't, you run the risk that email from your domain will be less trusted by other domains. It's part of how you can validate for the world that email you send is from a trusted source.

Marvin Oco one of the best article which will definitely give you more information about why do you need DKIM. in our tenant, we have configured DKIM and it is really working great.

https://technet.microsoft.com/library/mt695945(v=exchg.150).aspx