As Asi's photo shows the sprockets tend to cut up into the cassette body and get trapped in slots of their own making.

The best way to free the cassette is one cog at a time, using 2 chain whips in opposition pulling the outermost one backward to free it from the slots it made, and sliding it off. Continue this way until you're down to the last sprocket, or assembly when you'll hold the cassette body in a pair of channelock pliers, protected by a thick rag or piece of leather (cut from a dead belt). If you don't have two chain whips, you can use one to hold the cassette and gently tap individual sprockets back, or without any chainwhips, lever 2 adjacent sprockets against each other with an old screwdriver.

There's nothing you can do about the slots, but they don't matter either way unless they go most of the way through the spline, but use a file to dress off the raised burrs so the new cassette slides on better. If you have an all loose cog, go to the auto store and buy medium grit lapping compound, and assemble the cassette with this between the sprockets, or at least the largest ones. When the lockring is tightened the grit will bind adjacent sprockets to each other helping to spread the load from individual sprockets to their neighbors, and reducing the local stress on the body.