I'm late to the discussion, but recently had to answer the same question for my daughter, who only took an interest in cooking after she married and moved out.
I bake winter squash whole at whatever temperature my meat is roasting at until soft (timing varies wildly depending on the size and density of the squash but is similar to sweetpotatoes), scoop out the flesh (reserving seeds and skins for the chickens), and serve it with butter to add at the table -- cinnamon or nutmeg optional.
I find peeling and cubing winter squash difficult because they're so HARD, but once peeled and cubed they can be gently sauteed in butter/oil/etc. and seasoned to taste. They're quite good with curry powder when prepared that way.