It really just depends. If left long enough the cap will kill the seedling, but pulling the cap off can kill the seedling as well. It is something you must learn to judge. Normally if I can see at least half the leaf sticking out, I will make an attempt to pull the cap off. If I can't see any of the leaves, I wait and hope that it starts to push off naturally.
There have been a couple of great threads about removal techniques, try a search.
WD-40..........................If you dare...................
I keep the seed hull moist with a misting bottle fill with water.While looking through a magnifier, I squeeze the corners with a pair of needle nose pliers. If I can oval out the casing and lift off without pulling up on the stem, then its a success. If the seedling begins to pull from the soil then I stop and remist. The last thing you want to do is snap the tender root. If so you could end up with a stunted plant......(midget).............. .
And I thought KY worked betterWD-40..........................If you dare................... ...
right on. I spray mine and cover them back up for a day. the cap usually comes off in 1 or 2 daysLeave them alone and keep them moist, they'll come off. Too much of this OCD attention will kill the plant.