Most of these SSDs usually have a metallic sticker that actually helps spread the heat out. Removing it is ill-advised for a couple reasons including the fact it may/will void your warranty if you have trouble with the drive.
Don't take stickers off of M.2 SSDs. One, it voids the warranty. Two, it voids the warranty. Three, it voids the warranty. Four, if you screw up, you can damage the SSD. Five, it voids the warranty.