I got my Tello yesterday, Been really enjoying it.   My eyes are not so good close up but I see some kind of plastic cover over the lens and front LED.
It doesnt appear to come off easy so I stopped trying.  Does this belong there?  Is it covering my camera lens?  Or one of those new product protection/removal things?

Thanks

Dear, it's really pleasant to hear that you like Tello!  
There is nothing cover Lens and indicator when shipping out from factory. Is any blur on APP image or you just found some blurs from outside? If there is dust on it, please blow it slightly or clean it with lens towel, do not clean with alcohol.  
Hope my answer could help you!

I think it is supposed to be there. It is also on my Tello.

Here's looking at you.