I bought this at the grocery store, because it smelled like fruit gum and looked like an alien.
It's called Buddha's Hand, or if you've for less imagination, the fingered citron.
So far as I can tell, it's not exactly good for a lot. It's like a lemon with 100% peel, no juice-part, so anything that you'd use lemon peel for, you've got here about a half-pound of it. It's interesting, web info on it talks about slicing it up to go in lemony dishes like rice/risotto, on fish, etc., and also mentions that it's used commercially to get a mild lemon flavor in confections or lemon scent in cosmetics.
I was suddenly reminded of a hand cream I have, in a little tub, which smelled pleasant at first, but triggered that nagging "this is like something else, what is it??" feeling, until I realized it smelled like yellow Skittles. That's what this smells like. I think I've answered a mystery that I didn't even know existed, namely, what's up with lemon-flavor Skittles that is so not-quite-lemon. Answer - it must be made with Buddha's hand citron instead.
I'm making peel-candy out of it.