Worms are little wriggly things with no legs. Just think of them as like really tiny snakes. There's not really a lot to be said about worms that one might find even remotely interesting. Worms have zero social skills, and are relatively boring critters. Unless you're talking about the worm found in the bottom of a bottle of Tequilla. Although largely regarded as something of a myth, it is believed by many that consuming the alcohol-soaked bugger will yield psychotropic effects.
According to Peter Hale, the last full moon of the winter is called a Worm Moon. Lydia Martin once hallucinated that the corpse of Peter Hale had been describing this too her, citing that when the winter soil thaws, the worms come up out of the ground. 
While scouting for food in Virginia, Daryl Dixon dug through a clump of mud and pulled up an earthworm. As he had not had any food for quite some time, he was compelled to eat it. Truth be known, Daryl likely would have eaten the worm even regardless of the situation.