We did roast vegetables at the weekend, to make my sister's pasta bake. We did aubergines, courgettes, peppers, shallots, mushrooms and butternut squash. Cut into chunks, put on a baking tray, sprayed with Frylight, in a hot oven until nice and charred around the edges.
It is a good idea to cook them in a dish that is not too deep. A shallow metal dish is best. If the dish is deep, then it can create a more steamy atmosphere and things don't brown so well.
And never feel ashamed for asking questions! How else will you find out about the things you don't know? The only shame would be in remaining ignorant about something because you couldn't be bothered to ask.