Ooh! I know this one. They generally mean something reasonably tame but kind of wacky, and they say it to show how fun and spontaenous they are.
But from experience, when they say this, people don't mean they're willing to try necrophilia, cannibalism, or arson. Dang it.
That's rich! You made me laugh out loud!
Maybe it just means that they aren't "too" staid and one-dimensional.
I put down that I'm open-minded, whatever I think THAT might mean!