I have eaten it several ways. A lot of folks will say it has a very gamy taste. If it isn't skinned just right it will. There are several scent glands on a coon. They are located in the pits of the arms and legs, and look like small kernels of corn. If those aren't removed you will never eat one again. I would say it is close to squirrel and rabbit as far as taste and texture. Not identical, but close.
As far as recipes, BBQ is good. I usually parboil mine before cooking. I do this for 2 reasons. One is to tenderize the meat some. The other is to cook away some of the grease. Coon meat is fairly greasy and parboiling will free up a good bit of the grease. You can add seasoning to the water you parboil in if you plan to BBQ it. If you look on here I put up my Sauce Picquant recipe. I have done it a good bit with coon. It is very good done that way.