I have a zucchini shaped like a butternut squash
The result of cross pollination? Treat it like a zucchini? I did not grow this. A friend did and he gave it to me to try. I thought I would roast it but when I cut it it was much softer than a squash and the flesh looks like zucchini. Is this common?
Probably a result of cross pollination, or it could be the result of your neighbor's planting some squash seeds from either a purchased squash, or purchased plant. The squash family is rather promiscuous, and are always cross-pollinating each other. This article has some more information on this topic: https://www.gardeningknowhow.com/edible/vegetables/squash/can-squash-cross-pollinate-with-cucumbers.htm
Cooking wise, if it has flesh similar to a zucchini, I think I'd treat it that way.