I usually slice it in half lengthwise, cut halves face down on a casserole dish, baking pan, or foil. Can also just steam them on the stovetop. Add some water to steam them, then in the oven at 350 or so for half an hour, or whatever makes them tender. Pull them out, use a fork to scrape and separate the flesh out. I usually then do a pan, add butter/salt/pepper/nutmeg and saute a bit, serve up. I've also done the strands in marinara, that works fine also.
Basically treat them like any other squash. Pretty simple to make. Good stuff.