The skin of the spaghetti squash is edible and can be eaten however it's not really easy to eat since it can be tough.
But sometimes I'll add the spaghetti squash skin to a crock of soup which makes it a little softer and easier to chew and digest.
Also if you want to leave the skin on the spaghetti squash while baking it you can as well however most people prefer to remove the skin.