People eat all kinds of weird things and many are local artisinal creations like Hakarl (Iceland) or Balut (Philippines) . Certain kinds of body parts are inherently weird, and even wild animals will not eat certain parts of their prey. Notice when your cat catches a mouse- he'll eat everything save for the brain and a few internal organs. Instinct tells him that he probably shouldn't be consuming the most toxic parts of the animal.
Humans however seem to be oblivious to this and will eat any part of any animal. We have this need to be seen as not wasting anything when it comes to a dead beast- we eat toxic liver, boiled intestines, thymus glands, and other unsavoury parts. We give them names like sweetbreads, foie gras, and cowboy caviar.
With this in mind, I give you the worst commercially available canned product.
Armour Brains in Milk Gravy. While southern folk claim them delish, this is truly disgusting. It isn't just that it is the brain of an animal with all of its gross-out potential, but that it might be the worst commonly consumed product on the market. Look at the label - this is NOT a typo - 12 days worth of cholesterol in one serving before you scramble it with egg yolks.
There are also numerous transmissible (and fatal) prion diseases and they are all common to people who eat animal brains. While many cattle and sheep are tested for things such as BSE and Scrapie, not all instances are noticable and variant encephalopathies are always possible. Proteins CAN mutate. We see it all the time. Even if this was the greatest tasting thing to ever exist, the inherent risks should prevent people from consuming it. How this is legal is beyond me.
Have a brain- don't eat one.