I don't really eat Bratwurst - whenever I'm eating wurst, it's usually Polish sausage.
But, I'd probably eat it the same: if on a plate, I'd cut it up into pieces, and have mustard on the side as a dip (none of the yellow stuff though), as well as some chopped up onions. I'd have some rye bread on the side as well.
If eaten in a bun, I'd eat it with mustard (again, not the yellow stuff), onions, maybe some mayo.