Every mass email message that is sent from Open Leads is required to have an "Unsubscribe" or "Opt-out" link included. This allows recipients to choose not to receive further email communication from you via your account.
So what does this actually mean to you? It means you do not have to worry about removing them from your database, unless you just want to clean it up a bit. Once a recipient chooses to opt out of mailings, their email address is blocked and can no longer be mailed to from within Open Leads. So if you choose to mail to a list that this person is included in, they are automatically removed from the distribution list when the mass email is generated.
When viewing any lead that has opted out, you will see "Opted-out" in parentheses next to their email address, and the email link will no longer be active for that lead.
You can also see the details related to that lead opting out in the history section:
To see your opted out leads, you can use a filter from your Lead List - just filter for "Opted-out is True"