There are some things I'd never try (say, the testicles/eyeballs of another animal... the thought of eating those is too disgusting for me).|
I think I'd try most small insects. I've had crickets and maggots before, when I was in Thailand last year. The maggots were not so great, but the crickets were actually pretty good. There's also a sweets shop where I live that sells salted ants and lollipops with a scorpion in the centre. Would definitely try those.
Other than insects, I would say the 'craziest' thing I've had are alligator nuggets. Really not that different from chicken nuggets.
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