Are you using the image as a background? Background images on the demo site are quite large. This ensures that they will display well on all displays.
See here:
https://themes.kadencethemes.com/pinnacle/wp-content/uploads/2014/08/demo_img_05.jpg
If you’re using it in an image widget or something similar, then usually something that’s 1200×1200 will be large enough. Generally speaking, the larger the images, the better.
You can use a tool like this one to compress your images so that they don’t impede on your site’s speed:
compressjpeg.com
Hopefully that is helpful