Email forwarding to Gmail and SPF

I have a domain with webmail on Gandi. I use that address for work. I set up mail forwarding to a personal Gmail address. Sometimes emails sent to my work address get bounced.

Gandi has two warnings:

“Since SPF (Sender Policy Framework) is designed to verify that an email being received is truly coming from the listed sender, mail you forward may fail SPF checks since it is being sent from your email server and not from the original listed sender. This can result in email you receive being incorrectly labeled as spam or failing an SPF check. Please keep this in mind when setting up an email forward.”

and

“Gmail has a tendency to consider forwarded email addresses as spam, due to the way they use their spam filter. This is especially true when you send an email from your Gmail that is then forwarded on to the same Gmail address. Because of this, customers who are trying to test the forward sometimes have the impression that the forward is not working, when in reality the email was forwarded but then rejected by Gmail. To avoid this problem, make sure that you have an SPF record in place.”

Does this explain the bounced emails? Can someone explain what I’m supposed to do?