In this recipe for almond praline, it's important to keep the almonds in their skins to retain their full flavour. It's also possible to make hazelnut praline, but for this the skins should be removed as they add nothing.
Praline is named after Maréchal de Choiseul du Plessis-Praslin, an ambassador under Louis XIII, who asked his cook to invent a sweet for him. The cook came up with the idea of coating almonds in caramel, or "praline". These caramalized nuts, when crushed, give us the praline filling for chocolates.