I agree not to remove the leaves as long as there is green on them. If the brown areas spread, then remove them. Don't put it in the sun, though. Bright indirect light will be about all it can handle.
I'm thinking the hot weather combined with the plastic wrapping have helped to cook that poor little plant. But it's still alive so there's hope. They should have wrapped it in paper, not plastic for less harm and better insulation.
For future reference, be very careful about ordering plants that have to be shipped in the heat of summer. You never know if they're going to sit in a hot truck, or on a hot airport tarmac for hours before they get to you. Then also, I had a package delivered here in summer and left in the Florida sun on my porch for a couple of hours, resulting in cooked plants just because I wasn't home when they were delivered. Now I only order plants in spring and fall when there is less likely to be either hot or freezing temperatures on the route.
