Yes, you're meant to eat the outside of brie... yes it's mold... but ALL cheese has mold, whether you see it or not... cheese is old, moldy milk curd.
Anyway, you're supposed to eat it. Some people don't like it (although to my mind, they don't really like brie... the inside is basically just like butter with little taste). I wouldn't remove it before baking because it'll melt all over. Just slice through it (like a little tiny sliver of pie, and put it on toasted french bread or cracker. if you don't like the rind, cut it off of YOUR slice, but not deprive your guests.
HTH
T.