That is a crappy picture.....

but it looks like the rear silencer if I'm not mistaken? If you are just looking to remove it and replace with a straight pipe then it will do no harm at all, tbh you won't achieve anything in terms of power gains, you may not even notice a different in noise - when I fitted my GTi back box I fired up the engine after cutting off the OE back box just out of curosity and it didn't make any difference to the exhaust note......