Yes, it's perfectly OK to eat. We roast it regularly and always eat the skin which goes softer once it's roasted. If you ever have a chance to try some of the other winter squashes, do, because they're delicious roasted, especially the Sweet Dumpling variety. It's not often available but it's a creamy colour with green stripes, about the size of a large grapefruit. The flesh tastes just like baked chestnuts.