Just picked up my new car and its got the plastic scrape guard thing under the engine bay, Is it a bad idea to remove it? It looks like it would cause problems for future mods like headers etc..

Being factory fitted, it's generally there for a reason. In saying that, mine was missing when I bought my STI 6 mths ago & have had no issues. Not sure how you would go when fitting aftermarket headers though, may be ok?

Leave it on. It stops dirt, water and road debris getting up there.

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Slow is smooth and smooth is fast.

If your main concern is what happens when you start modifying (ie fitting aftermarket headers etc) maybe someone that has already been through the process can help, if not, call one of the workshops mentioned on the forum, i'm sure they will be able to assist.

P.S. - I had a Subaru specialist inspect my car B4 I bought it & have had it serviced several times & not once was it mentioned.......not saying you don't need it though.