Does ginger have to be peeled? If so how?
There's no reason to peel besides the aesthetics of it. There's no major flavor or nutritional difference either way. If the ginger is going to be seen then peel it, if not don't bother. 

The best way to peel ginger is to use the edge of a small spoon to rub it off, it works really well, takes seconds, and doesn't waste as much as using a knife or peeler.