Try deep-fried bugs from street carts. The small bugs (crickets? And several other kinds that look like larvae etc) taste like potato chips once you get past the idea. The bigger bugs are like shellfish where you have to peel open the shell to get to the succulent parts inside.

Did them all once just to see it would be like. I had the vendor prepare a wide spread of offerings rather than a big bag of a particular kind. Not my cup of tea.

Also, you might want to try the quintessential Thai appetizer som tam pa la - a variation of the popular raw papaya salad (som tam) and raw fermented shrimp. You need to go to a food court typically found at the bottom of suburban (e.g. Lad Phrao) shopping malls for this. Quite a heady mix, I did not finish my plate.