Human stomachs can't break down the fibers in straight wheatgrass. You can eat/drink it, but you will just poop it out later. The extra fiber might be good for you, but you won't be getting very much of the nutritional benefits of the wheatgrass this way.
This is why people juice it. The juicer mechanically separates the juice from the undigestible fiber. I HIGHLY recommend juicing the wheatgrass before consuming it. I think some people just toss the grass into the blender because they don't have a juicer! If you don't have a juicer yet, it is a great investment that will only set you back $45 or so if you want the cheapest manual kind, or $150 + for a fancy electric one. Take a look here at the many juicers available to buy.
After you have juiced the wheatgrass, you can easily mix the juice into the blender with whatever you are juicing, and it will work great. This is wonderful for the many people who just can't stomach straight wheatgrass juice. It can be strong stuff!