Watermelon and pumpkin can't cross pollinate. It is probably just an immature watermelon.

Even if they could cross-pollinate, the fruit will always look like the plant from which it arose. The seeds inside the fruit would be genetically different, not the capsule in which the seeds are contained. If you would plant sweet green peppers next to jalapeno hot peppers, the fruit on your green pepper plant would look like a green pepper. The seeds might be hotter than hades, but the fruit would not be affected. Now, if you went on to plant the seeds from that cross, that might be a different story. But, weirdtrev is right, watermelon and pumpkins don't cross.