So some of the penguin scientists on station said that, while no one they know have tasted penguin, they imagine they’d taste much like fish. You are what you eat, I guess. Considering most of their food intake is fish, krill and the like, they’d probably be pretty fishy tasting. Most likely, not like chicken.
However, remember that not all penguins live in Antarctica. There are penguin species on the southern ends of Africa, South America and New Zealand, so while all penguins are protected by the Antarctic Treaty down here, other countries may not have the same restrictions, and other species of penguin may have been eaten at some point. I wouldn’t recommend it, though. Blech.