Woohoo! I can't wait.
My Sierra Horizon had this same paper cover over the RAAL 70-20XR when I received it back in April 2012. I just pulled off the paper cover slowly in the direction of the arrow.
The idea is to avoid lifting it straight up in a way that could create a vacuum. So for example, if the loudspeaker is laying on its back and the tweeter is facing straight up, you wouldn't want to lift it straight upwards (12 o'clock), but rather you'd slide it off at a 90 degree angle (9 o'clock or 3 o'clock).
In other words, slide it off in the direction of the arrow.