I just received my DJI Goggles RE. I have the Mavic Air. Do you need to attach one of the antennas that came with the Googles to fly it?

No, the antennas are not needed when flying DJI drones.

The antennas are used for analog or 5.8 transmission.

Not necessary at all, you'll be needing to use an OTG cable and a micro USB cable for you to connect your remote controller to our Mavic Air.

for the official dji goggles using mavic pro, just setup and go from what i have read, just need to pair it (or you can plug it into controller if you dont want to pair).    for mavic air however you will need to plug it into your controller's USB port..but again plug and play..

the racing edition goggles that Dji makes has additional analog input for racer quads, but those extra screw point inputs do nothing for you on digital signals that dji drones use..but you can still user racing goggles on your mavic pro or air the same way you can use standard goggles.