Never had a pickled egg...
Me neither. Curious yet also skeptical, kinda like when your older brother, amidst his friends (all age 12 or so), calls you (age 7) over and says, inocently enough, "smell my finger" and sensors in your cortex go off because you're pretty sure he just inserted his finger into his touch-hole, but your fraternal loyalties coupled with youthful naivete compell you to take a sniff. And you get burned, recoiling into a sargasso of gullibility, amidst laughter that only worsens the sweaty metallic tang that currently crowds your nostrils.
Or maybe I'm just over-thinking it.