Funny, ain’t it: I’ve eaten goat (Indian food) and rabbit (hasenpfeffer), but would decline to eat horse or squirrel (once described as “Just like rats, but with cuter outfits.”). Will also pass on reptiles and amphibians. And organs from any animal whatsoever (except for a fresh, properly handled deer liver...).
I haven’t had Squirrel, but I imagine it would taste like Rabbit.
Horsemeat is pretty good in a stew, or braised. Too lean to grill; it’ll just dry out. There was a butcher shop in Portland that sold it when I was a child, but I don’t think anyplace would sell it now.
I’ve tried squirrel but didn’t care for the flavor. Cottontail rabbit is good, jackrabbit not so good. Some people claim that javelina is edible; I do not agree. Rattlesnake is edible (tastes like snake, not chicken) but why bother? Frog legs are overrated IMO, and nobody should eat a snail.