Should you peel almond skin after soaking?
It is, however, essential that you soak almonds for at least 8 hours before eating them. See this chart of soaking times for all kinds of nuts and beans.
Nuts like almonds are naturally coated with enzyme inhibitors, which prevent the almonds sprouting and turning into almond trees until they get really wet. The almond is designed to only sprout when it is in the possible position to grow. Wet ground is such a position and the enzyme inhibitors delay the sprouting until they are washed off by the water in soaking wet ground. Crafty humans can wash off the enzyme inhibitors by simulate soaking wet ground and placing the almonds in a bowl of water.
Enzyme inhibitors also prevent the enzymes in the human digestion system from working. So, eating unsoaked almonds is really bad for digestion. At best you get lots of gas, at worst you get abdominal pains.
Soaking the almonds for 8 hours and throwing out the soaking water removes the enzyme inhibitors and makes the almonds safe to eat.
So, definitely soak your almonds.
After soaking you might wonder whether or not to peel off the almond skin. The answer is: no, don't peel the skin off.
The skin interacts with the vitamins in the almond and reduces bad (LDL) cholesterol, thereby reducing your risk of heart attack. see this journal article on the topic.
The almond skin also acts as a prebiotic, feeding the good bacteria in the gut, and thereby helping digestion.