The Nintendo Switch OLED comes included with a glass protector, which Nintendo does not suggest removing in any way.
More individuals are getting their hands on the systems now that the Nintendo Switch OLED and Metroid Dread have officially been released. The display appears to have a very little, unnoticeable glass protection that comes with it right out of the box. It is not necessary to use your protector for it.
This is known as the “Anti-Scattering Adhesive Film,” and it is not recommended that you remove it, according to the documentation that comes with the console. This will help prevent the glass-based OLED display on the Nintendo Switch from shattering and will also protect it from scratches.
If you suspect that the screen may get scratched, you can place your protection on top of it. Even if you wish to use your screen protector, there is no need to remove the cover.
Source (via Nintendeal)