Never ever use adhesive shelf liners, they suck!
Anyway, since you are here already, here are few tips to help you out.
1.) If you can, use a hairdryer to apply heat while pulling the liner.
2.) No matter how much caution you take, these will always leave a layer of sticky residue behind. This is where it sucks.
2.1) Use WD-40 (http://en.wikipedia.org/wiki/WD-40) and scrape off (using a plastic ruler edge or a small scraper) the sticky mess. You’ll have to do this multiple times and when you scrape use smooth single strokes rather going back and forth.
2.2.) Once you remove bulk of the goo, you’ll still end up having a sticky surface. This is where you need to use coconut oil. Apply oil to a piece of cloth and rub to remove the remaining left over adhesive.
3.) Once all this is done, it’s a good idea to wash away any remaining WD-40 and coconut oil with soapy water and wipe clean with a piece of cloth or sponge.