Sounds like a Hubbard squash to us. They range from big to enormous, have a blue/gray skin, and taper at the ends. Like all winter squash, they have an inedible skin, large, fully developed seeds that must be scooped out, and a dense flesh. They are generally peeled and boiled, cut up and roasted, or cut small and steamed or sautéed.
How do I determine how much orange oil to use in place of grated orange peel? What would the ratio be?