It's actually silicone, not glue. You should be able to gently rub it off using an eyeglass cloth and some rubbing alcohol. The alcohol will not harm the screen as most commercial screen cleaners are alcohol based. Just don't let it sit there for long. Rub it off and go over it with some plain water after to get rid of the haze.
Ps: Buy a Hori protector next time! No residue, no bubbles, doesn't scratch, etc.