Hi Daemon,
It’s the fire barrier or “sock” around the foam and can be removed. If you aren’t certain I would call them and they can help (I haven’t seen it in person I just know that’s one of their suggestions when it’s appropriate).
If you have any questions or concerns about any mattress purchase I would always call the retailer or manufacturer. They can give you much better guidance than I could because they are much more familiar with their own mattresses. The model of the mattress would normally be included somewhere in the information on the law tag (in the bar code or specifically named) but you can also see the thickness of the foam layers inside the mattress to make sure that it’s the right one (each model has a different construction). Their site has the information about each mattress as well. There is no specific “care and feeding” of the mattress outside of what would apply to any mattress. I would generally suggest rotating the mattress every couple of weeks or so for the first two or three months and then once a season after that. If it’s a king size you can rotate it 1/4 turn (it’s close enough to square to be able to do this) and other sizes would be 1/2 turn. Using a mattress protector or keeping the cover clean if you don’t (they are one of the few who don’t invalidate the warranty with a stain) would also be important.
I would keep in mind that each person’s experience on a mattress is very subjective and can be very different and that there are also other factors that can affect the feel and performance of memory foam (see post #2 here).
Of course mistakes are also possible so I would definitely call and talk with them if you have any concerns about your mattress.
Phoenix