All fruits actually have some kind of outer skin. Even though people often peel away the outer skin of fruits it is actually often one of the most nutritious parts of the fruit. A lot of fruit peels and skins contain more vitamins and minerals than the fruit. However, this is not to say that all skins and peels should be eaten. Citrus fruits such as lemons, oranges, and grapefruits have a quite bitter taste that is not very appealing on its own.
People do sometimes use the zest of these types of peels in recipes and they work out quite well mixed in with other ingredients. If the skin or peel of a fruit is able to be eaten it definitely could have some benefits.