I had it set to 3 and it was impossible to hold steady power.
So I adjusted it to 10. Is this bad for training?
It depends on which workouts you’re doing. If you are doing “microbursts,” 10 seconds will make it very difficult to hit power targets (if you’re on a dumb trainer, that is). In that case, you might want to adjust it down. For longer intervals, 10 seconds are absolutely fine. In general, I would always focus on cadence to maintain power, and only occasionally glance to the power to see if you have to adjust cadence upwards or downwards. That way, once you have settled into target power, you’ll know what cadence to shoot for at the beginning of the next interval while the power number settles in.
It also depends on where your power is measured. As far as I understand it, the closer to your foot the power measurement, the more smoothing you’ll need. In other words, pedal power meters will need more smoothing than rear hub or trainer power meters.
Finally, it’s okay if your power is not perfectly smooth. That’s just how things are. I think I train with 5 seconds smoothing with vector 3 pedals as a power source. In the beginning of the workout, there might be +/- 5 watts fluctuation and it’ll get less and less as I warm up and my form improves (before going back up when the form goes out the window because of fatigue). But as long as you hit the averages, that’s just how training is on the trainer. The more you work out, the better you’ll get at microadjustments.
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Great answer with tons of good bits.
Just one to add. Note that the smoothing value only affects the digital display of the power data in the workout. It does not alter the data captured in the workout info or graph.
As mentioned, it is meant to keep you from constantly adjusting as it floats around. Essentially it’s a mind fixer. 
And the recommendation to focus on cadence is the one element I think matters most.
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I use 7 seconds on a dumb trainer and left-only PM. I don’t worry about how precise I am on most intervals.
I use Zwift at the same time so on short intervals or at the beginning of intervals I look at the watttage on my Zwift screen with no smoothing for real-time wattage.
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This is another good point. Second devices can help. I do the opposite for long intervals. When I am really worried about hitting the power right on long intervals, hit lap on my head unit and keep track of my lap power. Then your adjustments are based on the target for the interval rather than your n-second power as per smoothing. Though, with more and more practice, I am rarely worried about this. 
@mcneese.chad, I agree that cadence is the most important. Though towards the end of workouts, I start realizing that the required cadence for the same power goes up. Originally I thought this was temperature drift on my power meters or varying resistance on my trainer, but it might just be a decline in form. In any case, I had to learn to not let that psyche me out during the workout!
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