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I would like want to know why the bluetooth module has a plastic sleeve covering it?
Is it possible to remove it?
It is to protect it. You should keep it so that the modules lasts longer.
If you remove it, just don't do anything stupid.
To protect it against ham fisted newbies from causing short circuits.
Yes, you can remove it, as long as you're not a ham fisted newbie that is going to cause short circuits.