When I was a child we would catch river fish and barbecue them over a charcoal fire. If we were lucky, when the fish was opened it would have eggs, and I would eat the delicious barbecued roe.

A roe is a sack of eggs from a fish. Common types are cod roe, hake roe (as in this photograph) and salmon roe, but as a child it was always fresh water fish roe we ate. Caviar is the salted eggs from the roe of a fish (with the outer sack removed).

You can commonly find fish roe fresh in fishmongers and larger supermarkets, it is not something special to Thailand, it's eaten in many countries across the world.