I don't know why a land bug is any different from a water bug (shrimp, lobster, crawdad, langostino)? Other than eating the exoskeleton I suppose, but you eat the exoskeleton of shrimp heads if you get tempura heads with amaebi.
I don't care for the texture of sea cucumber. It's pretty similar to tongue.
I don't think I've ever had fresh raw sea vegetables, but I love reconstituted dried ones. Arame is a little strong flavored for me though. The seaweed salad that you get in restaurants or pre-packaged in stores, I'm not sure how that's prepared, but that's tasty too.
Fermented products I think are very much an acquired taste in any culture (except alcoholic beverages I guess
). I grew up with Chinese preserved tofu, but I'm a little scared to try natto. The way I understand it, most people who grew up in cultures where dairy isn't eaten, are repelled by dairy cheeses (although this is the first I've heard about yogurt, which is pretty mild flavored). I've turned DH into almost as adventurous an eater as myself, but he can't stand the smell of kimchi, can't even have it in the house, which is such a bummer because I love the stuff. If I buy a jar I have to take it outside to eat. 
It does seem that there's a strong cultural bias to that story. Why show the Bolivian version of "Rocky Mountain oysters" when they're a familiar food to anyone who raises cattle in the USA or around the world?
Speed comes from what you put behind you. - Judi Ketteler