If you don't pinch them out you will very quickly end up with a single, large (and gorgeous imho) flower. Pinching them sets them back considerably, in my experience, but you will produce a fabulous 'bouquet' later in the season. I always pinch mine but the choice is yours. In their native habitat, the southern great plains of the U.S.- hence 'Prairie Gentian'-they are perennials, probably sending up the single flower in their first season and multiple flowers subsequently.