Basically the same way you peel any vegetable. A vegetable peeler works pretty well, though can be hard to get started with. A sharp paring knife will work well also. Pop under the grill, allow to char slightly, allow to cool, peel, enjoy.
Nope, you don't have to. I actually prefer not to, because it adds color to the plate and it keeps texture. It will keep the plant in more edible pieces (if you skin it it's more likely to get...
The original aubergine was quite small, white and looked like an egg. Plant breeding over the centuries has produced aubergines which are much larger and in a variety of colours, plum purple , white,...