Hi,
It's best if all the shed skin is removed but it is only really important if it encircles the body - this is most commonly seen at the tail tip.
The reason that is bad is that, as it dries out, it shrinks and can cut off the blood supply to the area.
It can also harbour dirt and such around the edges which can occasionally let an infection get hold.
I always prefer to remove any stuck shed but, as long as the snake eats and it isn't causing any of the problems mentioned above, it should be fine to leave it until the next shed - but make sure you get the humidity etc right for that one as multiple layers is something I just wouldn't leave at all.
dr del