If you get stabbed with a knife, should you remove the knife or leave it there to prevent more blood loss?

Leave it! The knife may be blocking a site from bleeding, or in the chest it may keep air from entering the chest cavity. Dress around the knife as best you can and if possible stabilize it so it cannot be moved get help on site asap, don't move the victim unless it is either too risky to stay or no help is available.