There are 2 parts to add feature images. Each part has different purpose or function. So I'll explain you one by one
Feature image on right side
When you set a picture on this part it will appear as a thumbnail in your site. The recommended image size for Facebook is 1000 by 600 pixels.
Yoast SEO is located below of your page or blog post
Function for this part is set your thumbnail picture when you share pages or post to Facebook or Twitter. The recommended image size for Facebook is 1200 by 630 pixels or 300 by 300 pixels
Example how it looks like 300 by 300 pixels:
Example how it looks like 1200 by 630 pixels:
