It's kind of a cultural thing. I was not a big fish eater before I came to Japan. I grew up in Winnipeg, which is far from the sea and even now I don't like river/lake fish. But even when I had fish in Canada (or saw it in the store), it was fillets (or fingers :-) ). In Japan, you are often served a recognisable fish. For small fish, you often eat the whole thing -- head and all! I had the strangest experience a few years ago when I went to the aquarium and they had a big school of shishamo fish. The first thing that came to my mind was, "They look delicious".
I think it's just that cultural programming -- what does food look like? Once you start to associate that thing with good food, it seems delicious no matter what it is.