If you want to eat it - rind and all, then do it ... if not, then don't! Geeze, it's not like your Mom has the Food Police out checking to make sure to ate every last edible on your plate so the people in some poor country won't die of starvation just because you didn't eat one bit of lemon rind.
Parsley - since someone mentioned it ... do with it as you wish. It is a digestive and helps to cleanse the breath of garlic and onion ... or so the old books say.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain