Generally: Voice headset while recording

Hi guys,
I am new in the world of this recording audio things, so I have a generally question:
You want to hear your voice through the headset while you are recording?


Normally if you do this, there will be an annoying echo, so 3rd party hardware is generally recommended. This could be a USB microphone with a headphone jack or some other USB audio interface, again with an integrated headphone jack.

I can plug my headphones into the laptop and then not hear my voice.
I can also plug my headphones my microphone and then I can hear my voice.

I’m not sure which option is better

The latter.