You mean with the extra bits of margin or selvedge (selvage) attached. yes, some collectors like the extra bits attached, many do not. Up to you.
With the selvedge attached but the perfs creased or bent this would lower the value from the state where thery were not bent at all. I do not know that they are worth more than a stamp without selvedge. Depends on the collector I suppose.
The blue horizontal band is normal, being the same colour as the stamp and probably a printers reference, something like so called traffic lights (multiple dots coloured differently) found on multi-coloured stamps.
The vertical band I can see is called a phosphor tag, shows up under ultraviolet (UV) light and is used by the sorting machines in a postal plant to detect whether a stamp is on the envelope and where it is, to help in flipping and orienting the envelope around by machine so as to make the cancellation of the stamp more exact.
If the watermark (if there is one on these it would be underneath, pressed into the paper before printing of colours began) May extend into the selvedge on some stamp panes and sheets but I have not studied watermarks enough myself to say yes or no for sure with this issue.
Where we are, edge stamps are actually more collectible than isolated ones. We have a collector who buys commemoratives each time they come out and always gets the edge stamps with a description of the issue on the edges. Corner stamps even more so as of course there are only 4 per sheet. I would never remove edges as they tend to add approx 25% to the value of any stamp. Bear - YorkStCb