Are you supposed to eat the fortune cookie?

Excuse me, but I couldn't help but notice the fortune cookie sitting in front of you. I've always been curious about the custom of fortune cookies, and I'm wondering if they're actually meant to be eaten? I mean, they look quite delicate and dainty, and I've heard some people even save the messages inside as good luck charms. So, are you supposed to eat the fortune cookie, or is it more of a decorative item?