Preheat oven to 350F or thereabouts. Chop your kabocha in half and scrape out all the seeds and guts; you can roast the seeds separately if you so desire. Brush the cut squash halves with olive oil, and sprinkle them with salt and pepper.
Put a little water into the bottom of a baking dish. Place the squash halves in, cut side down. Slide the whole shebang into the oven.
Now you must wait, and wait, and wait. The cooking time will depend on the size of your squash, but I'd plan for about 45 minutes to an hour.
After about a half hour, you can turn the squash halves over and put them back in the oven to let them color. Wait another fifteen minutes before testing the flesh with a fork.
When the squash is tender, you can either eat it, bake something with it, or mash it up and put it in the freezer for later. I ate half of my squash and stuck the other half in the refrigerator for copious leftovers.
To make squash into a complete meal, just add salad! I had arugula and mesclun with chopped apple and pecans. This was an excellent plan.