Freshwater shrimp has a delicate, sweet flavor, somewhat like lobster, and firm, white flesh. Some say the flavor and texture aren’t as satisfying as those of the Penaeid shrimp species. The shrimp gets the name “Hawaiian blue prawn” from its bright-blue tail and long blue legs and antennae. The tail is the only edible part of the animal. Cooking freshwater shrimp with the heads on preserves the natural juices and enhances the delicate flavor. They can be cooked peeled or in the shell, but the meat stays firmer in the shell.