Imagine you are sitting in the Plaza Anthenee or any other hotel. You order caviar and the waiter brings it to you. It sits there, served properly on ice or maybe in a bowl or maybe in the tin. As long as it is cold and there is no metal spoon. You bend closer to it with the spoon, take a spoonful of it and place it on your hand. The waiter, and not only one, looks at you disparageingly, but you continue. You know it is not common, but you have an explanation. You are not ignorant or rude but following simple tradition.
As it turns out, eating caviar with your hand dates back to the Renaissance when caviar was tasted prior to buying it. Yes, you could eat it with a spoon, but not many were ready to have caviar as their last meal at the market as the spoon most probably was not the cleanest. If you do by any chance eat like they did back then, then the right way would be to place the caviar between your thumb and index finger. Look at it and appreciate the pearls and the cold. And indulge by using the other hand to hold a nice cold glass of champagne or any other drink you choose.