If the shed surrounds the body or the tail tip where it might cut off circulation it needs to come off. Same with retained eye caps. Outside of that shed should come off on its own if you bump up humidity in the cage. Nothing really is troublesome so long as it is just little patches here and there. Of course if nasal caps are retained it might sound bad like they are wheezing but again, increased humidity should loosen it up.
So again only if it is stuck shed around the entire circumference of the body, tail tip, or eye caps should you really need to intervene. You can soak if you want but it might not be something the snake like. If you do soak make sure the temperature of the water is within a few degrees (like 5 is more than fine, 20 is not) of the surface temp of the snake when you put it in. If you are drastically different it could create a lot of stress and shock.