In most cases, I would have to answer no, but you sure can encourage and cheer them on if they succeed on their own. There are some situations where intervening is needed; like if the tooth is so loose that it becomes a choking hazard or if they are in pain. Then mom or dad or you local dentist could be very helpful. There are countless fun stories of tying floss to a tooth to "help" it come out, but that look of accomplishment on their face when they do it on their own is priceless.