The most unpleasant thing I've eaten is my own words.
(Did someone already do this joke? If so, my apologies. If not...my apologies)
I've eaten snake, which I guess is pretty boring. Some folks might consider roo to be "weird", though it's standard supermarket fare here. I've had emu too. Sea cucumber is not that weird either. Jellyfish? (Eaten at the same place - a wedding banquet). I don't think I've eaten any insects, or, at least, not intentionally.
Pringles are pretty weird. I've eaten them twice - first time I nearly technicolour yawned, and the second time I yawned out of every orrifice for about 12 hours (though, to be fair, the second time was caused by Bali Belly rather than the Pringles).
I used to eat Minties wrappers...no, wait, I still do, as my fave restaurant gives them out as the "after dinner mint". I ate my fingernails (shh, just quietly, sometimes toe too...don't tell anyone) until the 25th May 2007. I tend to chew an eyelash if it falls out and I find it on my face under my eye. Look, basically, I'm a disgusting self-cannibal.
I ate pumpkin pie when I visited the States in 2000 - that was definitely weird. Why would someone make a sweet out of something that should be sitting empathetically next to a leg of roast lamb? Strange people, you North Americans.

(though I forgive you your culinary trespass, for Reese's Pieces and Peanut Butter M&Ms, and, well, basically for peanut butter).
When I was four year's old I got the family goldfish and held it in my hand, then in my mouth for a while, then I noticed it was dead, so I hid in the laundry under the laundry tub, my crime only discovered when I was eventually found there, still holding the goldfish (by then) in my hand, thus marking a life of crime forever as a career choice unsuitable for myself (well, at least the dangerous, dark underbelly of the criminal world of goldfish-stealing anyway).
I think I'll stop now.