You can most generally shell peanuts with your hands. There are different methods you can do depending on how sturdy the shells are.
1- If the shells are sturdy, hold each side of the neck (if you know what I mean) with each hand, and then break it apart. Now you have two shells with peanuts in them but there is a hole in each shell. Take one of them and apply pressure to the side opposite from the hole by putting the shell between your thumb and index finger and pressing your thumb. The hole will get bigger and you get your peanut.
2- If the shells are not so sturdy (which most often is the case), do the last step in the previous method. Just apply pressure by putting the shell between your thumb and index finger and pressing your thumb a little hole will form, get bigger, and then you get your peanut.
3- If the shells are really thin, and your fingernails are long, you can just crack into them by pressing with your nails.