Hey,
I always take them off now. Since last grow my shell ripped my first leaves.
The shell doesnt need to be water sprayed its doesnt help, i mean its a shell, common.
You cant take it off simply, under that is the membran. That part you have to wetten up, with spraying. Its like a protecting skin laying above the leaves. Normally it falls off after you give it some water from alone, otherwise give it some slight help after 10 minutes.
Happy Growing mate!