What the document is referring to is the address of the external access methods for the old and new environments. Exchange 2007 (and 2010) involves certain specific hostnames so clients can figure out how to access the Exchange environment. autodiscover.yourdomain.tld is used to figure out what IP address or hostname a client needs to locate the Client Access server(s). This needs to point to an Exchange 2010 Client-Access server so long as you have Exchange 2010 in your environment.
This server will proxy requests to legacy.yourdomain.tld. If a user hits OWA (which is on an Exchange 2010 Client-Access server) but still has their mailbox on an Exchange 2007 mailbox server, it will proxy their requests to the Exchange 2007 Client-Access servers by way of the legacy hostname. Therefore, it is important that the 'legacy' address point to the 2007 Client Access servers.
Once you've moved everyone to Exchange 2010 mailboxes, there is no need to have the Exchange 2007 Client-Access servers. At that point, 'legacy' is no longer needed.
The key thing to keep in mind is that these are hostnames not domains.