Should i peel of the removable laminated cover over the WD HD media player?

HELLO SIR,

I recently bought the above player. Is it better to remove off the sticky cover over the player and continue using it or i have to remove it ?.  Will the player heat up if i use it without removing the cover ???

Remove it, it’s only there to protect the WDTV from scratches and such, during the shipment/delivery to you. 

I thought it wont cause any harm to the device and using it for about a month. Yesterday my father has peeled it off saying that using it along with the cover will cause over-heating and damage the device. Is it true ??

There is only a risk of overheating when the air vents are blocked. And if I remember correctly, there is only a laminated cover on the front and at the top on the WDTV when you buy it (and there is no air vents on the front or at the top).

So you don’t have to worry, there is no risk of overheating :)