Olyve, I've eaten squirrel and it's okay. 'Possum and coon are soul food classics but I've never tried either. I've had armadillo on several occasions and a variety of wild fowl.
Wild duck breast is one of the most incredibly delicious things I've ever eaten and the best steak I ever ate was venison.
I never heard of eating squirrel brains, but canned pork brains used to be available and the are quite good with scrambled eggs. I'm not sure whether they are still available though and I have it from a good source that the local slaughterhouse is no longer allowed to sell pig heads to brain eaters.

Good coffee, good weed, and time on my hands...