The following article goes into the complexities of how impedance affects your level. For general advice on what headphones to use, please see this article:
The electrical impedance of anything is the sum of its inductance, capacitance (both complex values) and resistance to an electrical current. Simply put, higher impedance headphones require a higher level of power to deliver the same level of audio as lower impedance headphones. You can calculate the power transferred between two loads (sources of resistance/impedance) by using the calculations below.
If you consider the output of your interface as a DC circuit, the complex components of impedance can effectively be ignored (as the aforementioned complex components of impedance only occur in an AC circuit), leaving only the resistance of the output of the interface and of your headphones to consider:
Vo = Output Voltage from the HP output of your interface
Ro = Output Resistance of the HP output of your interface
RH = Resistance of Headphones
Using a few simple equations derived from Ohm’s Law (below), you can calculate the power transferred between the two resistors in the simplified model in Fig 1. with varying values of RH.
If nominal values of Vo=100V and Ro=25Ω are assumed, then the power transferred to RH can be calculated for varying values of RH such as below:
In Fig 2., maximum power transfer to RH occurs when Ro = RH. This characteristic would be the same when considering a more complex AC circuit (as your interface’s HP output actually is).
It is worth noting, whilst attaining higher power transfer to your headphones will ensure higher audio output level, higher voltage-transfer (facilitated by having headphone impedance that is higher than the output impedance of the interface – the greater this difference is, the greater the voltage transfer will be) will provide the flattest frequency response (or, at least, the frequency response most true to your headphone’s performance specifications) from the interface.
As previously mentioned, higher levels of audio are available with higher power transfer into your headphones, so, if high output levels are your ultimate goal, we'd advise you try and use headphones with an impedance as close as possible to the impedance of the HP output impedance of your interface. It is not necessary to match the headphone output impedance of the interface to attain sufficiently high levels to your headphones; Simply, headphone impedances closer to the heaphone output impedance will produce higher output levels to the headphones.
As a general rule, you can assume the headphone output impedance of all current Focusrite interfaces is less than 12Ω. You can find precise specifications can either in ‘Specifications’ section of each interface’s product page or user guide.