You’re going to get messy. Accept it. Hold the shell between your thumb and forefinger, give it a gentle squeeze until it cracks along the seam. Then, pop the nuts into your mouth like a tiny victory.
The thin, papery skin? That’s fine—it’s packed with fiber. But if you’re fancy, you can rub it off. I never bother. The shell itself? Don’t eat it. Unless you enjoy sandpaper on your tongue.