Eating the vein won't cause harm, but it can add a grittiness in some cases. Once you've removed the tract, you can continue to peel the shrimp or cook it with the shell on and peel it before eating.

You can buy shrimp with or without the shell, depending on your preferences and the recipe you plan to prepare. Shrimp with ...

If you love shrimp, at some point you're probably going to have to peel and clean the little buggers ... of shrimp so that ...