I just started using krita and I don't understand how to remove the outline and continue drawing. Please help, I plan on using this tool often! Thank you!

If you mean the selection itself you can just go to the menu "Select" → "Deselect". The default shortcut is Ctrl+Shift+A (the opposite of "Select All", which is Ctrl+A).

glarios wrote:I just started using krita and I don't understand how to remove the outline and continue drawing. Please help, I plan on using this tool often! Thank you!

It almost sound like you are using the Assistant Tool instead of the Bezier Curve Tool, if I am wrong, don't mind the suggestions
Aside of Timotimo's advice, I can also think that the following my apply.

If you are using the Bezier Curve Tool, and don't want to "close" the shape, Shift+Click stops it, and draws the line to the last point.

If you are using the Assistant Tool, the one with the triangular scale icon, then go back to it, and you can either delete all the assistants (the "no" symbol) or hide them (the "eye" symbol).