Pickle it. Lots of recipes online.
Roast it! Just cut in chunks add a little olive oil and roast it for about 15 or so minutes. Balsamic vinegar can enhance the bland taste.
Hope that helps. It is sad to waste money on pricey fruit. :)
Add it to a green salad in place of cucumber.
I had this happen just yesterday! The honeydew looked and smelled fantastic, then I cut it open and it was flavorless. So, I got out the mandolin, a glass rectangular pan, and made 'ribbons', drizzled it with honey and placed in the refrigerator overnight. OMGosh! It is delicious!
Others have included many of my answers, but I'd add... salt will enhance any melon, ripe or not