This is a delicata squash. Only around in the fall and early winter, so try one while you can.
I scrub it with my potato brush, then cut it up into small pieces, however you want. Scoop out the seeds. It's not as tough as, say, an acorn squash, so it's not that hard to cut up. I like to use this sturdy cannery knife that my late mother-in-law gave me.