Don't. You should not try to remove it. Keep your well baby check ups and ask your baby's doctor about the lesion. If it is a benign lesion, the doctor can make a recommendation. If it is simply a skin tag, it can often be tied off with suture, or with a bit of local anesthetic, can be shaved off and there may be other treatments available or needed. No urgent or emergent treatment needed. Stay calm!
Evaluation First. A skin tag is a benign (non-cancerous) skin growth that can be remved simply and easily by almost any doc. In a newborn however, it is important to make sure it is not something more or representative of one of many related conditions. If baby is otherwise healthy the risk is very small of any problems but having your doc check will ease and coincerns and make removal easier.