Most people have, at one point or another, eaten at a Thai restaurant - Tom Yam Goong1, rice, all that spicy stuff. But as with any style of Asian food, the stuff they give you in these places is nothing like what you get served in Thailand2. For a start, imagine the spiciest thing you've ever eaten in a Thai restaurant. If you were in Thailand, that would be considered about as spicy as a Mars bar.
So, we have established that real Thai food is a little different from how you imagined it would be. In fact, there's a whole lot more interesting stuff involved than just curries with a hint of chilli in them. Over the past few years, the Thai canned insect industry has started to sell selected species of insects in tins. As with most canned food, however, these products are nothing compared to the 'real thing'. For the real thing, you'll need to look further afield. In Bangkok, for example, the selection is limited - it's mostly just grasshoppers. Try going north.
In places like Chiang Mai, insects are a popular local snack. Fried caterpillars are recommended by most locals. In several restaurants, you can order them and they'll come on a little dish looking for all the world like innocent French fries - albeit French fries with eyes, of course.
Insects like these are full of protein and are fried to get rid of any poisonous acids. Another northern delicacy is fried flying ants. These are ants about half an inch long that emerge from their holes every summer, newly transformed from grub to ant, only to find that they have flown straight into a bottle with a bit of oil in it and are about to be fried. Not a great start in life, but definitely a great snack - do take the wings off first because they stick to the roof of your mouth and refuse to come down.