Or, if you have a lot of manual dexterity, cut the rind in a spiral as shown here. Don't cut into the flesh. Peel each orange rind section away from the flesh of the orange. Separate the orange into sections and eat. If you intend to juice the orange, it should not be peeled first.
Orange rind makes a great addition to the compost pile.
Hold the orange over a bowl to catch the juice. Use a paring knife to remove all the peel, white pith, and membrane from outside the orange. The orange flesh should be exposed. For each section, cut between the fruit and membrane on each side. Lift out each segment and drop it into the bowl.