The first time I had delicata was last year at Vee Vee in Jamaica Plain. It was stuffed with beans, wild rice, veggies and topped with grated cheese, then baked. I polished off the whole thing, amazed at how the sum of the ingredients tasted so much more than the parts. (Its trite, but very true.)
The great thing about delicata is that the skin and seeds are edible as well; I lovingly referred to it as an edible food boat. The seeds add a great textural contrasts, and preparing this gourd is a lot faster because you don't have to fight to get the seeds out.
The flavor is similar to an acorn squash, but a little softer in texture. The skin is thin and modeled with yellows, oranges and greens. I cut it in half, sprinkled it with salt and a little oil and baked it... ok over baked it. But it was still delicious!