When you bake sweet potatoes in the oven, wash, dry and OIL the skins before placing on your baking sheet. You can use olive oil, vegetable oil, canola oil or even bacon grease (my Great Aunt's method).
You can also wrap your potato in foil, but it creates a different potato. The foil-wrapped potato steams in the foil, while the oil-rubbed potato roasts and caramelizes a little. The oil also makes the potato flesh very moist and the skin is a little softer and makes the potato super easier to peel. But many of the nutrients live in the skin so you may want to eat it the peel rather than tossing!
And remember, sweet potatoes are on the Dirty Dozen list, so you may want to buy organic if you're planning to eat the skin.