Looks like a spaghetti squash. Cut it in half (it will be hard), scrape out the seeds and bake flat sides down on a sheet pan with a little water until tender (or microwave until tender). Then scrape out the shreds of squash--it's crunchy a little, and it tastes good with butter and S&P. It looks like spaghetti when you scrape it out.
If it is a banana squash, then, I don't know.
Squash, All About Squash, Summer Squash and Winter Squash Glosary
Let us know how it turned out. ~Bliss
You can still eat it baked if it's not spaghetti.... just cut it in cubes.... or mash it.... and either way cover it with a whole bunch of butter (ok not for your little man) and brown sugar!!!!