I've just picked a load myself. The easiest way is only to pick those that already have a husk starting to split - that way it comes off cleanly and doesn't need a knife just squeeze them. It also means that the local wildlife will get most of them before you do.
If you've got nuts that need a knife to get the husk off, well this year I'm trying leaving those somewhere warm to see if it loosens. If you use a knife, use stainless - reaction with iron makes the stain worse ( he says as stares has his jet black fingernails ) and maybe invest in a pair of kitchen gloves.
Save the husk and boil it down in water or let it decompose to a thick goo and you have a good woodstain.
24h later and my hands still smell of walnut,
Realgar
