Understanding what the 'vein' is, adds to the
conversation. Vein is just a euphemism for the shrimp’s lower
digestive tract, meaning it is filled with shrimp poop. It will
not harm you, but it might taste a bit grainy.
Experts say you might not be able to taste the vein depending on
the shrimp’s size. Small and medium shrimp tend to have smaller
'veins' and do not need deveining except for cosmetics. For
larger ones it is usually a good idea to do it.