I haven't eaten a Ghost Chili, but I have had a Habanero Pepper (the second hottest pepper out there, but still only comes in as one third as hot as a Ghost Chili).
It honestly felt like my brain had turned into magma and was pouring through my eyes and nose. I can't even begin to imagine what a Ghost Chili would be like. There's a risk of burning a hole in your stomach lining with them.

I couldn't even imagine. I usually eat jalape?os and don't have trouble.
http://en.wikipedia.org/wiki/Naga_Viper_pepper as of February 25th. 1,382,118 Scoville Heat Units
The ghost pepper ranks at about 1,000,000 SHU
Habeneros are 100,000 to 350,000 SHU.
Jalepenos are only 2,500 to 8,000.
Law Enforcement pepper spray comes to 9,000,000 SHU
http://www.youtube.com/watch?v=-MPiAMC55PQ
There is also capsaicin. Which is basically what makes peppers hot. Rated at about 15,000,000 SHU 15x the hottest pepper. Can send a person into shock with a couple drops.
Just found out that last month, a new hottest chili was found the Trinidad Scorpian Butch T chili. 1,463,000 SHU
Crazy stuff.
As for strange foods, I have also eaten one of those crickets in a lollipop. Can't say its my favorite candy. Bear Grylls might enjoy them.