I usually take the paper off when I'm squaring up the blocks to sew them together. There will be lots of bias edges so if you're a little nervous about it, wait and take the paper off when it's ready to be sandwiched. I get bored with taking off all that paper so I usually do it in batches.
Good luck.... you'll do just fine. Paper piecing takes a little practice but the blocks are always perfect and the points line right up. I got a little frustrated when I first tried it but I do have a few tips for you.
1. Always audition your piece by pinning on the stitching line and folding the fabric back to make sure it will cover the space that's needed.
2. Only stitch to the line where another fabric will cross it. I've had to take out stitches when I haven't followed that rule.
3. Trim the 'seam' to 1/4" before adding the next fabric. That really helps with keeping excess fabric under control.