*Beginners should just leave the plants alone.*
That said, once the plant begins pushing the shell towards the tips of the pod leaves, it can be easily removed. It can also be removed sooner but doing so would risk harming the plant. The two shell halves must be pried apart without applying pressure to the plant- without bending the stem. I use two pairs of tweezers and a finger. After the shell is off, there will be the translucent membrane left that Dwezel mentioned with a brownish tip. This slides right off by gently squeezing the little brownish tip with your thumb and forefinger on each side (not top and bottom). Removing the shell manually often saves a day of growing time; more if the plant would have had any trouble getting it off, which occasionally happens. Again, this is only for more experienced growers who have steady hands and understand when the plant is ready for its shell to come off.