If you are not building your website from scratch and you have some existing content and images on your current website, you should keep in mind that each particular theme has its own image sizes to fit its specific design.
So, after you switch to the Sidewalk theme, we warmly recommend you to install and once run Force Regenerate Thumbnails WordPress plugin (described already in the plugins section of this documentation). It will regenerate all your previously uploaded images to use the most optimized sizes for this theme.