correct, and I'm aware that google has all this information as well. With the way e-mail gets routed, there's always a 3rd party that can acquire some or all of the information contained in an e-mail.

on the cloudflare side, you click on your domain from the home page and select the Email tab on the left and follow their instructions. on the gmail side, you don't need to do anything beyond responding to cloudflares email confirmation unless you want to setup reply-to addresses for one or more of your forwarded accounts. To do that, follow this: https://support.google.com/mail/answer/22370?hl=en