The important question is whether you bought them ripe or green. You can cook them both ways; they just taste different.
Personally, I like them ripe because then they have that slightly sweet taste.
They're super easy to cook. Unfortunately, the best recipes are all fried.
You can simply slice them and fry them till they are soft, add a little salt and they are fantastic. The key is to only put in a little oil and keep it at a low steady heat. Also, it helps to slice them in long thin slices, versus round slicing. Makes it a little less greasy. Let them cool off on a paper towel to absorb the last of the oil.
Throw some cinnamon sugar into that frying pan and you have a whole different taste.
Personal favorite is to slice them into round kinda thick slices and let them marinate in coke. Yes, coca cola. Then dump the whole bowl into a a skillet and fry it slowly. Just let the extra coke fry off.
Sadly, I know not one healthy way to cook them.