Getting the protective clear plastic sheet off a pickguard and other plastic parts on a brand-new guitar is usually an easy prospect…just peel it off. In most cases the plastic sheet is held on by static; no adhesive is used. (The plastic sheet is only there to protect the pickguard from scratches during shipping or in a music store demo room.)
Occasionally the plastic might get a little “stuck” on a screw or other piece of hardware. If this occurs, just carefully loosen the screw a small amount to free the plastic sheet, then tighten the screw back down after the plastic has been removed.