What gives arugula (wild rocket) its distinct taste?
I was able to find one study that looked at seven varieties of Rocket (Eruca sativa) also known as Arugula.

Like all foods, the flavoring compounds are numerous and usually can't be reduced to just one. However, these compounds can be grouped into classes with similar molecular structures, similar biochemical profiles and presumably flavoring characteristics.

Rocket is a member of the Brassicaceae/Cruciferaceae family of plants. This is a large family that includes many commonly eaten vegetables, such as broccoli, cabbage, radish, mustards, cresses (e.g. watercress). These all share some flavorings that you might recognize if you eat them raw - particularly peppery and bitter flavors. The exact biochemical composition and relative amounts of each varies the flavor and intensity of the various species and varieties.

Anyway, the study linked above identified a number of compounds that are attributed to give the distinctive flavor of arugula - largely these were sulfur containing compounds known as isothiocyanates, thiocyanates, which are the secondary metabolites of a class of chemicals known as Glucosinolates. These components are all responsible for both the bitter and peppery tastes in the plant, and are incidentally the bits that cause the distinctive "rotten cabbage" smell. These chemicals are largely the same for all cruciferous vegetables, just varying amounts are responsible for the different flavor profiles.

It would seem that people can be classified into 3 groups (high, medium, low), depending on their consumption of cruciferous vegetables, which seems to be related to how sensitive they are to the metabolites mentioned above.