Remove them with a pumice stone. Apply gentle pressure with your stone, only removing layers of dead skin and not healthy tissue. Feel the affected area every few strokes to ensure that your skin feels soft but not raw or irritated.
You don't, unless you just don't play guitar. The more you play guitar, the more they will develop, and it is a good thing because they protect your fingers and...
For most people, minor skin issues will go away on their own so long as you keep the area dry, protect the skin from friction, and avoid restricting your movement.
In some cases, light therapy or laser treatment might be used to target discolored areas of skin. This can be especially helpful for lightening sun spots.