No, it is not necessary to peel rhubarb before baking. The skin of rhubarb is edible and softens during the baking process. However, you may choose to remove any tough or fibrous outer skin, especially if the stalks are thick or mature. Simply trim off the ends and gently pull off any strings or fibrous strands that may be present. This step is more of a personal preference and depends on the specific recipe and your texture preference.