> wild animals into the food market, what sort of examples can be found in such markets?

Typically in Africa this is called 'bush meat' and it can be just about anything that lives and breathes short of hominids.

https://en.wikipedia.org/wiki/Bushmeat

Asia has similar customs, as do plenty of parts of the rest of the world but not in similar quantities.

It's super risky because some of the species can be reservoirs of pathogens and consuming them allows the pathogen to jump across species boundaries.

There is strong evidence that's how HIV got started in humans, for one.