I started eating them when I played soccer as a kid. At halftime, We always got oranges cut into eighths, still in the peels. I was hungry and instead of just leaving the peels I'd eat the thing whole. I was also in my "Mork" phase and I imagined it something he would do like how he ate a banana.
Even now, when I eat oranges, I think about hot sunny days in the red clay of Oklahoma.
My wife thinks eating orange peels is dangerous. I tell her "marmalade".