TL;DR: doesn't matter which (www or non-www), but make sure you pick one and stick with it in WMT and in your server settings.

You've got two questions here: whether or not to actually use a www subdomain, and if you should define the WMT preferred domain accordingly.

Disclaimer up front: I have never fully understood WMT’s preferred domain settings. I just know you should keep it consistent. More on that later.

1. Yes, www or non-www matters.

Since you're posting in /r/SEO, it's safe to assume you're concerned about the SEO impact of this decision. The easy answer is: it doesn't matter which one you choose, just make sure you pick one and stick with it.

Technically speaking, www is an easier request for your server to handle. But this will only come into play of your site is a monstrously huge behemoth. If not, the difference is negligible and irrelevant.

But Google treats domain.com and www.domain.com as if they were completely different websites. Because they actually can be. So you can get slapped with duplicate content penalties.

So whichever you pick (non-www is popular these days, I prefer www for no reason), make sure you define your server config or htaccess file or something to redirect traffic from the loser to the winner. If I try to visit http://www.OPsBlog.com, your site should automatically kick me to http://OPsBlog.com.

This should be set up as a permanent redirect. If you're using htaccess or any other method on an Apache server, make sure it's a 301 redirect, not a 302. 302s are considered temporary.

2. WMT preferred domain

As noted above, I struggle with this too. But the important thing to remember IMO is that you've just made a choice at the server level about www vs. non-www. Google is giving you the chance to underscore that choice in WMT. I think you should take it.

Define your preferred domain to match, whichever choice you make.