Am I missing out on anything?

I thought I would ask this question here to start a bit of discussion on what features I may be ultimately missing out on while using pi-hole in my current setup.

I ended up setting up pi-hole directly hooked to my Cable Modem just 3 days before I ended up installing a brand new router. While I could just set it all up again and assign it an IP from my router and connect it there am I really missing major features at all by not being able to distinguish the queries each specific device is making? Currently just shows the one client, my router, making all requests on the network.

Generally seems like I should just not worry about it although I see it would be a simple fix. We are a household full of adults and would not need any sort of parental controls setup per device. I am a novice with this software so not really sure what else I would be missing out on for my current setup. Any ideas on major things I wont be able to do with this?

This is a very poor practice. Having your Pi-hole connected to the internet creates an open resolver. Pi-hole should be run on the protected (LAN) side of the router, hidden from the internet.

Run the Pi/Pi-hole just like any other network client.

Maybe I worded that wrong. It is being run like any other client on my local LAN.

I don't understand your original question, then. What is the current problem and what do you want Pi-hole to do that it is not currently doing for you?

Basically I am unable to distinguish clients due to the PI being setup on my Modems LAN and I have switched all clients over to my Router. Its an easy fix I would just need to find some time to make the switch but wondering if I am missing out on possibly important features of pi-hole by not being able to distinguish specific clients since it only sees that router as a client. Its still functioning as intended so I was thinking just to forget about it for the time being but wanted others input on the matter.

Obviously you miss the ability for per-client blocking.

I think it's easier to understand what's going on in your network (and which clients are requesting which DNS resolution) if you can see individual clients. Here is an FAQ on the topic:

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Thanks for linking that! I feel like I am not really missing out on things I would need personally. Thank you for the insight in the matter!