Do I need to remove devices before creating a new Apple ID?

Yes, Apple IDs should never be shared for any reason. Each person should have their own.

You don't need to remove them from your Apple ID before creating an Apple ID, but since you are going to have to do this anyway, you should remove them regardless.

The easiest way to do this, will be to sign out of each device from your Apple ID in Settings ➜ Account, Settings ➜ Account ➜ Media & Purchases, Settings ➜ Apps ➜ Messages ➜ Send & Receive, and Settings ➜ Apps ➜ FaceTime ➜ Caller ID.

Then either sign in with the new Apple ID, or create a new Apple ID and link all the devices to it.

click here ➜ How to create a new Apple Account - Apple Support

Once the devices are signed in to the new Apple ID, he can start deleting any data form them he does not want without affecting your devices.

You will also need to make sure he is signed in for iTunes & App Store purchases in Settings ➜ Account ➜ Media & Purchases, for Message in Settings ➜ Apps ➜ Messages ➜ Send and Receive ➜ Apple Account, and for FaceTime in Settings ➜ Apps ➜ FaceTime ➜ Caller ID ➜ Apple Account.

Also, note, that all Apps downloaded with your Apple ID will continue to be tied to it and will continue to require your Apple ID and password to update. The only way to fix this is to delete them, and download them again with his Apple ID.