The leg scales on a chicken do not fall off easily unaided. Infact, they will tend to stay in situ even though perfectly formed new ones are lying beneath them. When your chicken reaches a certain age, I'd suggest a minimum of two years old, I'd pick the bird up and gently scrape away one of the scales with your thumb. It should almost 'click off' with a little pressure from your finger nail and reveal a shiney new scale beneath. If in taking off this first scale the bird shows any pain or if any blood or soreness shows then stop what you are doing and leave it for another six months, its not ready to have them removed yet.
If there isn't either of the latter, then using your thumb nail or a matchstick, you then need to methodically work your way down the back and the front of the legs removing the scales. This includes the tops of the feet and toes. To repeat, if you find encounter any soreness, then stop taking the scales off in that particualr area.
The removal of these old scales isn't usually something that you have to do and the birds wont generally come to harm even if you never get round to doing it, they just look a bit better for having it done properly.
A little warning about doing this with birds that have scaley leg. The scales on affected bird will be raised and will look as though they are asking to be taken off. This is not the case, they will have been lifted by the activity of the a boring insect causing the condition and if you try to pull them off they will inevitably bleed and make the chickens legs sore.