You can do any of the following: leave them and the shoots will probably shrivel up eventually, nip them off and toss, nip them off and pot them up. (Just remember that it is a loooong time to have a cutting under lights before it can be planted out!)

Often sprouting is simply that the air has humidity/warmth that triggered the growth response in the dormant tubers. However, sometimes sprouting is an indication that the tuber is rotting. If the ends and sides don't 'squish' with strong finger pressure, you are good.

Early sprouting normally does no damage to the tuber, and it will sprout again once planted in late spring.

cici, thank you for the response. I may try to pot the sprouts and put them under lights til spring, and see what happens with them. It's good to know that the sprouting won't cause any problem with the tuber in the spring. That was my worry. Thanks again. z.

"and see what happens with them..."

If I may make a suggestion... when rooting dahlia cuttings, it is a good idea to cover it to keep the humidity high. Even a simple baggie slid over top a pot for two weeks will allow the sprout time to develop roots below without losing moisture in the top part. After you see leaf growth, it is safe to remove the cover.

Dahlia cuttings don't need bottom warmth or hormone dips, and seem to do best at room temp.

There is a great article here on starting plants from cuttings:

http://cubits.org/Dahlias/articles/view/1597/

Good luck, and have fun!