These are sugar apples, a sweet, soft, melty fruit, full of liquid with a hard seed, and very pleasant to eat. There are two variations commonly sold, one where the outer skin easily peels off the flesh and a type where it doesn't - peeling the skins pulls out the segments too.
To peel the first type, simply pull all the peel off and eat like you would any apple, and spit out the hard seeds. With the second type, you pull out the segments with each nodule of peel, and eat the fleshy part, discarding the peel.
They don't keep well in the fridge, they go black and it doesn't preserve the sweetness. The best thing to do is buy them fresh and eat immediately. A word of warning, the ridges are perfect for a white bug that also likes to eat them, you can see it in the picture below. This bug can also eat rice, and will quickly invade any open rice bags it finds. So avoid sugar apples if they have this bug on them.
Also, you can see sugar apples growing in the street, even in Bangkok (the photo below is from a side street of Thong Lo), but again they are not sprayed and usually covered in this bug. Better not to pick them.
Rating: Well worth the effort to try to taste a good sugar apple.