Pumpkins grown for decoration (such as jack o’lanterns) are not suitable for eating; look for “pie pumpkins” or “sugar pumpkins” for baking. To save effort on a pumpkin pie without giving up your good home-made flavor, avoid the canned pumpkin pie filling and look for plain canned pumpkin puree (the label may say things like “unsweetened” and “100% pumpkin”), to which you can then add whatever your favorite recipe calls for.
You should also to be aware that squash of all kinds cross readily with any gourds growing in the area. Avoid squash with “warts” on the skin (compare a normal pumpkin with one of the “knucklehead” ones to see what I’m talking about). Warty squash are likely to have taste and/or texture issues.