Got it from the local co-op, no idea what it is! I assume it's some sort of squash. It's about the size of a medium-large orange.
The fruit from the Cucurbit family (pumpkins, squash, zucchini, melons, gourds etc) are all very good at cross pollinating. This will create some very strange fruits.
I have accidentally grown all kinds of odd things. I would imagine that they are more common at markets & places where people sell produce grown on smaller (than commercial scale production) plots or gardens. This is because proximity is a contributing factor with wind & insect pollination.
I don't recognise this particular one but it could easily be hybrid. Was it the only one of its type or was there a whole crate of them?