Yes. Some kinds of pumpkin will leave a greenish rim after the skin comes off. This is in no way harmful, but can spoil the colour of pumpkin soup. I never peel anything I don’t have to so have been not peeling pumpkin for many years. Actually, the same goes for potatoes. Cook with skin on then slip the hard part of the skin off with a flat bladed knife or your fingers. Usually comes off very easily. As most of the nutrition other than fibre and starch is just under the skin, peeling is wasteful. I recommend rubber gloves as skin comes off most easily when hot and damp from the pot. Also beetroot is tastier cooked with the skin on, but gloves are compulsory when removing skin after cooking. Unless you want to star in a horror film.