To add to Eldon's great response:
I would strongly suggest, especially when importing details, to just get in the habit of converting them to Revit, at the very least, just linework, and you can swap out for detail components later if necessary.
When doing this process, I also strongly recommend that you import the CAD file into a blank Revit file first, do your explode of the file, at which time Revit will convert all the lines, hatches, etc. into Revit, but it will bring in a bunch of junk, like creating linetypes, linestyles, etc. from the layer/linetype names from the AutoCAD file. This can get your file really trashy, and it's currently a pain the delete.
If you bring it into a new Revit file, do your explode, then convert all the lines back to your template line names, then copy and paste the cleaned up detail back into the file you are working in.
All that said, if you use the "Link Option" just to use the CAD file for reference, it doesn't bring any of this junk into your file directly, so you don't have to worry as much about it. Just pay attention to which way you are bringing the file in, and which way makes the most sense for the purpose you are using the CAD file.
Hope this helps.