Squeamishness can figure into it. Sometimes, the full realization of what you're eating can be a barrier.
I'm pretty good at trying things out, but I balked at trying some roasted Columbian Big-Butt Ants (hormiga culona). It was in a restaurant I frequent, and I know the family, including the chef...but I couldn't get past the look of the big critters. My dad tried one...said it tasted like a peanut.
Atta laevigata - Wikipedia, the free encyclopedia
Colombia's Big-Butt Ants Entice Gourmets
Similarly, I once passed on eating Giant Octopus that was served up to me suckers up- it simply wasn't appetizing. Unlike ants, however, I currently eat Octopus quite happily. I did recently find a dish of baby squid a bit off-putting though...I did eat most of them, but couldn't finish.
There are health issues (parisitism, allergies & sensitivity to certain ingredients, diseases like diabetes), religious issues (Islam, Judaism, Hinduism and Catholicism all have dietary restrictions), and the like.
I know that texture has a great deal to do with it for some. I have seven friends who refuse to eat many mushy foods- most notably bannannas and ice cream.
Smell is a powerful component in the enjoyment of food, and if you're repelled by a smell, you probably won't enjoy the food. For instance, the smell of the Asian fruit, durian, is quite revolting to many Westerners, and many hotels in tourist resorts restrict or ban the fruit from their premises.
At least one person I know won't eat meats unless they have been thoroughly cooked...I mean nearly dried to being jerky. She grew up on a farm, and often had to deal with slaughtering livestock, so she knew all about the mess that entailed.