I just got a new bike with SRAM Level Hydraulic disc brakes. After riding it home, I noticed both the front and rear brakes have a silver linchpin holding something in place. It almost looks like it's holding the pads in place, but also kinda looks like it's supposed to be removed.
Can someone tell me what this pin is doing, and was I supposed to remove it before riding the bike? If I'm not supposed to remove it, in what maintenance scenario would I ever remove it? If I was supposed to remove it, is it possible I've done damage by riding with it in place?