What are the plastic wrappers around the white foam climbing rings on certain robots?
What to know.

The plastic wrappers protect the climbing rings during shipping. If the climbing rings have slight indentations this can occur during shipment and doesn't affect the use of the climbing rings.
Before starting the first cleaning cycle, make sure to take off the plastic wrap.
Use scissors to carefully cut away the plastic wrap, taking care to avoid any damage to the climbing rings. It's not necessary to remove the climbing rings to take off the plastic wrap.
The rings will gain their original shape once they are saturated with water for at least 20-30 minutes.
Source: Maytronics support. Rewritten for clarity with the same steps; the videos and illustrations are Maytronics' own.
Parts that fix this.
This answer comes down to brushes & climbing rings. The exact part depends on the model: choose your robot and we open its parts list, or browse the category for every model.
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This answer on your robot.
Maytronics tags this answer for the 12 models below.