I have tried alligator, once.
I just don't really like it. For that matter I've tried octopus, squid and clams. Once.
We had a Cajun festival out here, and you could try all sorts of odd critters. Alligator tasted to me like alligator.
I do eat shrimp, and that's basically a big old bug, so go figure. People eat all sorts of things, and I would suspect evolution favors the least fussy eaters. On the other hand, the fussy ones might not get into as many toxic things. Good research subject.