That's just a nose plug. The skin along the inside of the nostril is going to shed. Don't pull at it, but it will eventually come loose and look like a small plug or spike of skin.
Never pull shed off a lizard (snakes are different). If a beardie is having trouble rubbing shed off itself, a bath usually helps, or gentle rubbing with a super-mushy (baby) toothbrush. But give it a chance--they're usually pretty good about taking care of things themselves. They've been doing it for millions of years w/o our help. :wink: