Question from a newbie...

I planted my seed trays (with veggies and flowers) and thought I remembered something about pinching off the first set of leaves once they come up?
Can someone please help this newbie and tell me what I need to do next?
Some of my veggies (melon, peppers & toms mostly) are about 2.5" tall in their seed tray. What do I do now?
Thank you in advance. I am hoping my seed trays work this year. They didn't survive last year. :(

minnesippi - the first set of leaves are called cotyledons, after that come the plants' true leaves. Please don't remove any of these leaves, the plants need them for photosynthesis.

Once your plants have a second pair of true leaves, you can transplant them into the next sized pot.