I definitely wouldn't eat it for money, I don't believe in such dares, but if it were cooked, I think I would give it a try just out of interest, or if I were in a country where it was a custom and delicacy =D
No I wouldn't eat one. A friend and I did get a free meal once when the in house restuarant where I used to work served me some broccoli that had part of one in it. And no, I didn't eat it, at least not the any that I saw.
some locusts are nice to eat if sterilized, I would try to eat one someday even if I am not dared by someone.
grass hoppers that are sold as food might be delicious or crispy, I dont know yet.
