Yes it is a good idea to remove oil and grease stains
Step 1. to really prepare the floor for proper bond adhesion you will have to first degrease the oil permeated areas and rinse. (Repeat if necessary).
Step 2. Diamond grind & vacuum, or acid etch/rinse to profile the concrete substrate. Once concrete is clean and has thoroughly dried apply EpoxyPRO Oil Stop Primer as directed before applying epoxy coating.