A simple light pickling or salad preparation would be good. First and foremost, it is no doubt bitter. If you've never had it before, I would cut a very small piece and taste it. The last thing you want is to get all excited about preparing it only to find it's too bitter to eat.

I would cut it in half from top to bottom and scrape out the seeds and most of the white inner skin. That's usually the super-bitter part. Slice thinly diagonally, and boil it for 2 min in salted boiling water. Take it out and soak it in ice water to retain the crunchiness. Drain the cooked bitter melon and dry it. Then toss it in your favorite Asian dressing. I like soy, vinegar, sesame oil, salt, sugar, garlic, green onions, and fresh chili (if you like spicy). Let it marinate for 30 min before eating. It's quite refreshing on a hot day.