There's some good videos on skinning squirrels and with what you've all said about cooking 'em, I gotta give it a try. Seems like I've cooked everything except Opossum, Squirrel and Raccoon since I've lived here, but the Coons are on my list! After ridding my pond of over 1400 BCP so far, the Coons are well-fed and fat, as witnessed on my trail cams!
I didn't get a chance at the squirrels this weekend (but when I do I'll keep the tails) but I did try the walnuts-for-worms experiment and had a dozen in no time, and on very dry ground. That was one I had to try for myself and can say that it truly works!
Taste, is of course subjective and personal....some things are best left to be experienced, rather than wondered about.
But were I to offer my thoughts on this post, I might well start by recommending that you stick with a young coon for your first attempt. Think milk on it's lips. On the matter of cooking possum, I would simply advise you to cook it outside and downwind of the house, in a pan or dish that you don't mind relegating to "dog dish" duty forever thereafter. And preferably for a dog that you don't like.