Since a sunless tanner has no independent substance and its effects are meant to beautify the skin, it is permissible to immerse with the tanner. Since the tanner is there for purposes of beautification and has no independent substance, it is not considered a chatzitzah. On mikveh night, you should just clean your skin thoroughly and there is no need for exfoliation.
It is best to immerse when the tan effect is even. If you plan to continue using the tanner, then we suggest reapplying it a few days prior to mikveh use so that it is even. (We suggest a few days before so that it will not stain nails, etc.)
If you plan to discontinue use of the tanner, it would be best to stop using the agents well in advance of mikveh, so that any remaining traces are sufficiently faded that neither you nor the average woman would find them unappealing.
Lotion should not be applied between mikveh preparation and the immersion itself.
Please write back with any further questions.