Hi Does my new ipad pro 12.9" ship with a protective film on the screen?

Recent models of iPad do not ship with removable screen protection.

If the iPad has any kind of inner film wrapping, it will be a very obvious translucent white film material that is simply folded around the entire iPad.

There should be no protective film on the screen, only a protective cover for the whole device. You should be able to find an unboxing video online. Hope this helps!