<p>Recently got an Anycubic I3 Mega Printer and I've been playing with what it can do, but after a model is done it leaves residue on the build plate behind that is bugging me. Do I NEED to remove it? If so, how? Thanks! (I'm using PLA if that matters)</p>

<p>My Problem: </p>

<p><a href="https://i.stack.imgur.com/pupIz.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/pupIz.jpg" alt="Residue left on build plate"></a></p>

You should remove it because it can and will affect the quality of future prints. Residue can mix up with new filament and create a ugly of colors and also prevent adhesion in places, thus potentially ruining your next print.
You have several solutions to clean up the bed:
Scrape it off: usually works, but you risk chipping the surface if you're not careful or if you stumble upon a bit of residue that is stubborn and you need to apply strength to get rid of it. I think a scraper is included with the printer.
Sponge and soap: Since the bed cannot be removed, as far as I can tell, you'll need to make sure that the sponge isn't dripping or put towel paper around to avoid damaging the components below, including the heating unit. Rub it gently on the residue until it soften and detaches. It might take a bit to work.
Yellow glass cleaner from Karcher
: my favourite, the one I use on my printer and it never failed me. Spray it on a cloth or something, and rub it on the bed until the residue softens and detaches. It might take a bit to work, but you don't run the risk of dripping liquid on any component, and it works way better than soap and without the risk of chipping the bed like when you use a scraper.