Some nuts have a thin, dark protective skin that can taste rather bitter. Blanching or toasting, depending on the type of nut, will loosen the skin for easy removal.

Skinning Nuts by Blanching

Use for almonds or pistachios:
1. Place the shelled nuts in a large bowl and pour boiling
    water over them.
2. Let stand for about 1 minute.
3. Drain in a colander and rinse with cold running water to cool.
4. Pinch each nut to slip the skin off.

Skinning Nuts by Toasting

Use for hazelnuts, walnuts and peanuts:
1. Toast the nuts in a dry fry pan over medium heat until
    fragrant and golden, 10 to 15 minutes. Shake the pan or
    stir occasionally as the nuts toast. Alternatively, toast in the
    oven (click on link at right).
2. While the nuts are still warm, wrap them completely in a
    coarse-textured kitchen towel and rub vigorously to remove
    the skins.
3. An easy (albeit messy) way to sift nuts from the loose skins:
    Transfer the nuts and skins to a shallow bowl or pan. Toss
    while you blow or fan them over a sink or outdoors. The
    papery skins will fly up, leaving the nuts behind.

Adapted from Williams-Sonoma Kitchen Companion: The A to Z Guide to Everyday Cooking, Equipment and Ingredients (Time-Life Books, 2000)