A:
You should have capped it, or connected it to either the black or blue from the ceiling fan only. The remote receiver takes power from the switch (black and white input leads), and outputs power to the light (blue output lead), the fan (black output lead), or both.
With the black wire from the ceiling connected to the receiver, one of the switches will supply power to the receiver. With the red from the ceiling connected to the receiver, the other switch would power the receiver.
If you connected the black wire from the ceiling to the receiver, and the red wire from the ceiling to the black wire from the ceiling fan. One switch would control the receiver, and the other would control the fan. In this case the black (output) wire from the receiver should be capped off.
If you connected the black wire from the ceiling to the receiver, and the red wire from the ceiling to the blue wire from the ceiling fan. One switch would control the receiver, and the other would control the lights. In this case the blue (output) wire from the receiver should be capped off.