Silly question about sleeves and turning off MacBook Pro.

This may be a silly question, but should you shut down a MacBook Pro before putting in a sleeve? I just got a 207 13" MacBook Pro and a sleeve to go along with it and started wondering if there are any issues with putting the device in a sleeve without shutting it down first. I don't know if there would be a problem with heat or anything.

I know...silly, but it really the first one I have really owned.

Thank you in advance for your help.