If you purchase organically grown sweet potatoes, you can eat the entire tuber, flesh and skin. Yet, if you buy conventionally grown ones, you should peel them before eating since sometimes the skin is treated with dye or wax; if preparing the sweet potato whole, just peel it after cooking.
As the flesh of sweet potatoes will darken upon contact with the air, you should cook them immediately after peeling and/or cutting them. If this is not possible, to prevent oxidation, keep them in a bowl covered completely with water until you are ready to cook them.