Bobbi, that thing looks like the love-child of a crookneck squash and a jalapeņo...
If it has a soft skin, I'd just handle it like a zucchini... otherwise, like any winter squash.
From their comments about it getting mushy, it sort of sounds similar to an eggplant.... a former colleague of mine was married to a vegetarian woman from India, and they ate eggplant quite frequently.
Eat up, and report back!
Much love and