I had one that after dry and taken out of the bator it had like dried glue(or gel) on its back and head, I called it 'Number 4 has a comb-over!!'. It also had a slight problems with a bloody 'belly button' just after hatch. I looked in the egg it came from and there was like Goo, yellowish clear funk in the bottom(about a Tbls worth). It lived and I waited a couple days to see if it would crust off on its own.. It didn't, so I used a papertowel in warm water to break some of it up, then made sure he went right under the brooder light to stay warm.
But I would wait til he's dry and see if it comes off on its own first! After drying they will have all this white 'dander' flying off of them! Then they'll become the fluff balls you see in pics!!!
I took chicks out of my bator daily, quickly. It didn't mess up the humidity too bad and they didn't have that much trouble hatching! I guess this one's up for debate though! (I also candled daily and had 15 of 17 hatch) So I would see what method you like best!!