I'd say they just fall off over time, but if they're still there when the pumpkin is mature, removing them yourself should be alright.

I'm not an expert either, but I've tried this last year and the pumpkins were fine.

Nice pumpkin!

I try not to mess with my pumpkins because I usually do more harm than good, so I would just wait until it fell off, too. But I live a very dry climate so I don't have to worry if the leaf would do any harm.

Is it orange under it?

Right. Leave it alone and avoid setting the pumpkin on it's bottom so you don't snap it off. If you're about to carve it or something, then go for it. But if you want to keep it around for a while, then removing that nub will open up a wound which may heal over or may introduce fungus and rot.