A friend (and fellow foodie) gave me this book for Christmas. It's called "Fierce Food: The intrepid diner's guide to the unusual, exotic, and downright bizarre".
The book describes 215 food items, of which I have sampled just over 10%. Perhaps the most bizarre is cordyceps which, upon reading the book, I now know to be a parasitic fungus that has taken over the body of a catepillar. This probably explains why the thing I was eating was shaped just like a catepillar. Duh (see below).