You have a sad feeling for a moment, then it passes

Nethack taught me a lot of things, including to not to pick up a cockatrice corpse without gloves on. Also: Don't throw it above your head without wearing a helmet. Don't slip down a hidden pit of spikes, and fall on it. Don't step on a landmine and drop it on yourself without wearing boots. Don't get hypnotized by a wizard, have him pick it up, and then touch you with it.

Well if you just eat the corpse (with gloves on, of course) then there's no risk of it hurting you by surprise in the future.

And don’t try to go down stairs while overburdened if you’re wielding one.

and do not choke on carrots!