How to make Pumpkin Fries

I don't think this will work very well. Burners are unidirectional heat sources; the bottom will overcook and the top will be raw. The constant rotating you will need to do will be annoying at best. Ovens provide heat surrounding the entire item, which is why roasting works. I suggest borrowing an oven.

Bear in mind that roasting the pumpkin will compromise its structural integrity. Not roasting seems like a wiser course if you intend it only as a serving vessel.

Good Eats(Alton Brown) has some good descriptions of the various difference's between potatos. He has an episode dedicated to potatoes. Main thing is the starch content in them. He has an example of each of the three groups (High, Medium, Low), includign a brief description and sample application. He mentions mentions frying in the High Starch content group, specifically Russets. He then has another episode simply about frying, where he actually talks about French Fries and again mentions the Russet (High Starch).

While you can make fries out of different types of potatoes (some of the more "all purpose" potatoes), if you want a really good classic french fry, you're going to want to look for a Russet, with a similar starch content.

Here's a page that lists some of the more common varieties. Maybe you can look to see what you bought? The age will probably affect it. A younger potato will in fact be sweeter

So, to answer your specific questions. I'm betting you did in fact buy a potato. It's probably just a sweeter variety. If it doesn't say at the market where you bought it what kind they are, I'd ask the people who work there. Also, look at the third link I have above, it does have a few pictures as well as good descriptions on what they look like.