Yes, this is something that should be simple, but it is not. The reason is that Eclipse uses the workspace as a way to abstract from the filesystem. The workspace is often similar to, but different from the file system. For one thing, only files within a certain project in the workspace are really known by Eclipse. Another difference is that a single file in the file system can be linked into the workspace and appear multiple times.
All this is to say that since the mapping from the file system to the workspace is not one-to-one, it is not easy to open any arbitrary file in the file system into your Eclipse instance.
That being said, it is possible to drag and drop a file from the finder into the editor pane. Eclipse will then attempt to open the file using whatever is the default editor for that file type.
So, dragging and dropping a Java file will open a Java editor for it (even if the file is not in the workspace), but dragging and dropping an HTML file will open it in whatever browser is set as Eclipse's default.