This popped up in our yard last year, and it was so strange that I put quite a bit of effort into figuring out what it was. It’s Helvella lacunosa, sometimes called fluted black helvella, or slate grey saddle, or fluted black elfin saddle, or… there appear to be a lot of choices, take your pick. There’s also a lot more of them this year than last.
The cap is wrinkled and folded and attaches to the stem in several places. The stem itself is ornately ribbed, with interesting pockets and holes.
Apparently the caps are edible if cooked, though some guidebooks regard it with suspicion because of toxic compounds in related species. I don’t think I’ll be testing it.
What we’ve got now is still young and pale; it gets darker and greyer as it gets older. The picture below was taken last year; I expect these will darken the way that one did.