The height of the strings above the frets is always a compromise between ease of play and avoiding fret buzz.  The farther away from the frets that the strings are, the harder the fingers have to press to get the string down to touch the fret, and the slower you end up playing on fast passages.  However, the closer the strings are to the frets, the more likely that the string will buzz on other frets as it vibrates, which isn't as big of a deal on an electric guitar as on an acoustic, but it's still annoying and it reduces sustain.  "Setting up" a guitar means adjusting the nut slots, the saddle height, and the truss rod to place the strings at the height that is the best compromise between ease of play and lack of buzz, for the specific guitar player's preferences and style of play.

Most electric guitars come from the factory with a nut that is too high, and some of them are WAY too high!  This not only makes it hard to play, but it also makes it play out of tune.  The solution is to take your guitar to a qualified luthier and have them set up your guitar specifically for you.  Before you do so, you have to know what you want, so you can communicate that to the luthier.  So here's what you need to decide in advance:

1. Decide what is your most important thing: ease of play, or no buzzing no matter how loudly you play.

2. Decide what is your style of music: do you beat on the strings hard with your pick, or do you use a little more finesse?

3. Decide what gauge, brand, and model of strings you want to use (LINK HERE for a discussion of string varieties.)

4. THEN take your guitar to the luthier, together with a brand new set of the strings you have decided to use (in the package, not already installed), and communicate what you want.

The luthier will file down the nut slots, which mostly affects string height on the lowest frets nearest the end of the neck.  Then he will adjust the bridge height, which mostly affects string height on the highest frets nearest the pickups.  Then the luthier will adjust the truss rod, which mostly affects the string height in the middle area of the fretboard.  (LINK HERE for instructions on adjusting the truss rod, which is something you can and should be able to do occasionally yourself, without professional help.)  Finally, the luthier will adjust the intonation by adjusting the saddle pieces forward and backward, so that the guitar will play in tune.

When my students buy an electric guitar, I will be happy to do this setup for you during a lesson, and you can learn a lot by watching.