its a pumpkin and is lovely baked, mashed or roasted. Like any other food, its probably best if you don't subject it to microwaves before eating it as 5029 suggests just because this is not as good for you.
I have found the best way to eat it. Grated and microwaved with a knob of butter. It helps if you have an electric grater though because it's quite hard. It's really nice served like this as a vegetable or instead of potato.