If you ever take the time to go to court and watch hearings or trials, and you should if you are going to represent yourself, you will see lawyers and judges agreeing to go "off the record" on a regular basis.
When you go "off the record" it means that the court reporter (usually) shuts off the recording device and doesn't transcribe what occurs.
While lawyers do it regularly, often to discuss matters that really aren't going to make a difference on an appeal should you do it when you are representing yourself?
Let me tell you first that I almost never agreed to do it during trial unless I knew it was something I might get in trouble for if it was on the record. For instance, if I was about to have a fit, call the other attorney a name, or make a sarcastic remark, then I might agree. Otherwise, no.
That was ingrained in me from law school, and the most feared professor in our school shouting at us repeatedly that you "Never go off the record! It can't do you any good and it can do a lot of harm! Only bad things happen when you go off the record!"
As I got more trial experience, and I have a lot, I realized that I was savvy enough to know when it was beneficial for me not to have certain remarks contained in an official transcript. However, this came about as the result of three years of law school, uncountable hours of Continuing Legal Education, tons of reading materials, and years and years of experience.
So should you go off the record when representing yourself as a pro se litigant?
No! Never go off the record! It can't do you any good and it can do a lot of harm! Only bad things happen when you go off the record!
As a pro se you should never say anything you don't want a court to hear and you should never take any liberties. An attorney who wants you to go off the record is probably about to do something that will hurt you and if it isn't on the record, you can't complain about it on appeal.