It depends on how long the pickguard has been on, the type of finish, and how cured the finish was when it was installed. Sometimes it leaves a shadow or a "tan line" or an imprint when your remove it, but sometimes not. Sometimes the color difference evens out over time, sometimes it's there forever. In that case I'd imagine a refinish would be the answer, and that can get expensive. But I've removed a pickguard or two on new guitars with good results.

Here's an overview of the process: https://www.stewmac.com/How-To/Onlin..._hard_way.html