Yeah, if you have never tasted a blood orange, don't expect it to taste like a typical orange. The flavor profile is totally different. Some say its better and some hate it. When they are good (grown and ripened properly) and fresh they are excellent, otherwise they can have an off putting taste with almost a sourness to them that could easily make them unappealing.
I've started seeing them in grocery stores now. The first few store-bought Moros were awful, with a sort of rotten taste. I tried them again the next year, though, and ended up buying bags of Sunkist-branded ones because they were so good. After a few weeks of buying the same fruit from the same store they started tasting bad, I think they only had a single shipment and they were past their shelf life.
I found a couple Sanguinellis at the grocery store also but they didn't look or taste much differently from regular oranges, with only a slight red color.
I have a 4ft tall Moro tree with small fruit on it now so hopefully this winter I will get to eat some straight from the tree. In my zone we definitely get enough cool weather for the dark color.