Preheat oven to 450 degrees. Divide pumpkin, shallots, oil, and sage between two large rimmed baking sheets; season with salt and pepper, and toss.
Roast until pumpkin is tender, 30 to 35 minutes, tossing once and rotating sheets halfway through.
Sugar pumpkins are members of the gourd family; find them at farmers' markets or supermarkets. Choose smooth, deep-orange pumpkins that are heavy for their size, without cracks or soft spots. Store in the pantry for up to one month. For peeling, cut off the top and bottom ends, then use a vegetable peeler to remove the skin. For tougher skin, make a few more passes with the peeler.