The blade SSD is used as a cache drive to the 2.5" HDD when the two are setup as a Fusion Drive set.
When you remove the HDD replacing it with a SSD you will sever the Fusion Drive so the Blade SSD will just sit unused. The first versions of Fusion Drive used a 1TB HDD and had a 32 GB SSD for the cache drive, after August 4 it had a 256 GB SSD.
If you have the larger blade SSD I would recommend reformatting making it the OS boot drive as the PCIe/NVMe interface is faster than the SATA III (6.0 Gb/s). Sadly the small 32 GB drive is not large enough to do much of anything.
Here's the guide you'll need to follow to replace the HDD: iMac Intel 21.5" Retina 4K Display 2019 Hard Drive Replacement
If you can I would upgrade the blade SSD to something larger 256 is a good size for writing and simple web use with the macOS on it. Going with 512 or larger offers a lot performance! Here's the guide for it iMac Intel 21.5" Retina 4K Display (2017) Blade SSD Replacement
Otherwise don't worry about the blade SSD, just let it sit unused if you go with the 2.5" SSD.