Do I take muffins out of muffin pan directly after baking?

It really depends on how well you want them done. The muffins will continue to bake until the pan the cools (granted at a much slower pace than in the oven). If you find that you have over cooked them, it is a good idea to immediately take them out of the pan so they do not cook anymore more. But if you have taken them out at exactly the right time, letting them cool in the pan on a wire rack so air can get underneath will be perfectly fine.