I've heard that it's OK to eat this, but I think it tastes gross. Are you really supposed to?
I like it fine; on good cheeses it seems like that outer layer has a lot of interesting flavor. I love it when at things like industry conference buffets thrown by giant rich corporations the good (or great) brie rinds gets mostly left behind for me :-)
If you don't like the taste of it, don't eat it. I suggest adopting that policy as a general rule. You might consider using the rinds with other old cheese nubs from your fridge to make cheese spreads/dips (food-processored with some white wine, a little salt, maybe mustard, etc).