Henna on the hand does not constitute a chatzitzah since the woman is pleased to have it there to beautify her and, unlike make-up, it is absorbed into the skin. You need not try to remove it prior to immersion.

The only cases in which you would have to remove it prior to immersion would be if you did not plan on leaving it in place after immersion (since that would indicate that you minded its presence (were makpid)) or if it had already faded to the point at which you minded its presence. Even in these cases, you would only be required to remove as much as could come off with a reasonable amount of cleaning. You would wash your hands thoroughly before immersion with soap and water. Any remaining color is not considered a chatzitzah.

We're not sure how long it stays on until it fades completely. We imagine that you could find out from whoever plans to apply it on you.

Mazal tov!