Start pulling off the shell by the legs, cracking the underside. When you feel a small crack, pull on the legs to the side and pull the shell off the meat. Be assertive, larger shrimp have a tougher shell.
You can choose to pull off the tails of leave them on. Keeping the tails on makes a nice presentation but it’s much easier to eat shrimp without tails.
If you do decide to take off the tail, pinch it with your fingers and slide it off.
Use a paring knife or another small knife to slice the top of the skin all along the back. Cut very gently to only cut through the top thin layer of skin to expose the “vein.”
When you see the dark, long string, use the tip of the knife to gently pull it out. Use your fingers to gently pull on it to take it out of the shrimp. (Note: some shrimp may not have a large vein or visible one at all. That’s okay, just rinse out the cut with cold water.)
Rinse the shrimp under a gentle steam of cold water and it’s ready to cook or marinate.