A shrimp was a type of small crustacean found in the waters of Earth. They were commonly consumed by Humans as food. Similar animals were found on other planets. (DS9: "You Are Cordially Invited")
Some cetaceans fed on "tiny shrimp". George and Gracie ate two tons a day. (Star Trek IV: The Voyage Home)
These "tiny shrimp" are sometimes also known as krill.
Benjamin Sisko was quite fond of his famous shrimp creole dish. (DS9: "The Abandoned", "Image in the Sand") Sisko's Creole Kitchen offered shrimp remoulade as a daily special in 2373. (DS9: "Paradise Lost")
While trapped in an Akritirian prison in 2373, Harry Kim fantasized about a meal of shrimp with fetran sauce, flambé noodles and fudge ripple pudding. (VOY: "The Chute")