Catfish... I seem to remember "bash fish on the head, hang on a board, cut off the fins and tail--be careful of the dorsal fin!--slit the skin and pull out the guts, then pull off the skin, cut off the head, and pop fish in the frying pan." And I clearly remember picking out a million bones as I ate!
I was just a kid with my grandfather, so this is very sketchy. But you definitely need to remove the head, tail, skin, fins and guts (not necessarily in that order) before cooking.
I don't know what equipment you have, but try searching for "filleting catfish" on Google. That should get you the deboning process as well, which would certainly be a plus.
Only way I've had them is fried, with hush puppies on the side, of course!