What should the spark plugs be gapped at?

They should be gapped to .040 - .044 depending on the actual plug type not .060, the larger gap may cause issues in a coil as it takes more energy to fire across that gap. Sorry for the news. You should also have a sticker under the hood that tells the gap as well.

I read the same thing also, I just called AutoZone and I have the Autolight plugs, and they said they come pre-gapped at 60 and that’s what it uses. So, I’m not sure now.

Those are the only plugs that are gapped that way and those are Ford plugs that are "equivalent" to the OE plug, however they should be gapped to the OE spec, not what they come as. The equivalent idea is that they use the same threads, same heat dissipation, same electrode design and similar materials. However, they should still be gapped to the OE spec.

So, do I need to have them taken out and gapped to .040?

It's your call, personally I would have gapped them to .040 on install. As I said the wider gap takes more energy to fire and can stress the coils leading to secondary ignition codes or coil failures but it's your vehicle.