Do you put on tefilin when you have a band aid on your arm ?
If the band aid is in the place of the actual tefillin, they may be worn but no bracha may be recited. If it is in the place of the straps, they may be worn and a bracha may be made. In any event, if it could easily be removed, this should be done.
Shulchan Aruch O:C 27:5, Mishna Brura ibid.