Today's impact drivers are very strong. Do not go overboard on it - Once it clicks 1 or 2 times, that should be plenty. Even hand-tight is good enough. This will not negatively effect the load capacity of the bracket.
If you overdo it when attaching and screw it in too tightly, you may embed the male bracket into the drywall, bending it and making it impossible for the female bracket (in the shelf) to catch the male bracket correctly. This will stop the two from engaging, and make the assembly unstable or flat out impossible.
In tile installations, you must be even more careful, as overdoing it will crack the tile.