Before they look all mythical and archetypal, stag beetles are larvae found under the ground. If you dig some you will find them looking this this:
The larvae are soft and tender. It is likely that if I were another mammal I would pop them in my mouth upon impulse. They are harmless, and help make soil out of old wood and solids. They curl up when you put them on your hand-- put them right back, they don't respond well to being moved around!