Orange peels are indeed edible and are healthy for you however they're not very tasty so you may have trouble getting them down unless you're really hungry.
However if you do eat the orange peel from the orange instead of throwing it away you'll be giving your body needed nutrients to stay healthy.
I tried eating an orange peel before though and it tasted awful however the oranges are very tasty and I love them but I just can't eat the orange peel but some people can.
So yes you can eat the orange peel if you want too.