If from your own garden yes...from a mass produced crop,no.
I am sure The world Health Organisation not so long ago recommended peeling all fruit and veg due to the pesticides and other chemicals used in mass production...Some growers even spray there products with preservatives and stuff so the can last ect...but as they recomend washing before eating they get away with it but the thing is there is always a trace and some people dont even wash fruit...Basicly i would avoid peel,skins and that if you can as the outside of any fruit or veg has gotta contain more of the bad stuff if there is any.
The pith is rather bland, only the outermost skin or zest is bitter. The bitter zest is used in recipes. My wife was rather impressed when we were dating that not only did I know what a zester was but I actually owned one.
When I make orange juice I buzz the whole fruit minus the zest in my Vitamix. The beverage comes out thick almost like a smoothie. Some people only like thin orange juice but I like it thick, pulpy, and frothy.
While it may be healthy, I have to advise against it, only because the pith is very bitter and it will make your orange (juice? smoothie?) taste awful.
What I recommend is that you use a cheese grater to grate off the thin orange skin (zest), then peel off that white pith. You can blend the orange flesh and the orange zest together to reap the full benefits without ruining the flavour.
I would think so because the skin contains a lot of nutrients but you could probably taste the bitterness if you kept all the skin so I'd say peel like 50% of the orange, then blend it.
Orange skins are healthy, as long as it's clean. Just make sure to wash the skin thoroughly in case pesticides or other chemicals are left on the orange.