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Instruction width selection - forward/external reference

Hi,
I am learning the Thumb 2 instruction set and at the moment I am trying to understand when to use the instruction width specifier.
e.g.:

ldmia.w 	sp!,{r3,lr}

I understand sometimes it is necessary to make some instructions 32 bit wide because the content/addresses is/are not fitting into the 16 bit encoding.
But reading the ARM Keil explanation about it I am wondering what exactly is meant by internal/external reference?
And more precisely when I have to worry about adding .w and when not?