This is the tradional Greek recipe so it has intestines (Sofia wrote an explanatory post as this might seem a bit yucky). However, if you can’t get intestines where you are (or if you just find them disgusting) just omit them.
If you ever happen to be walking around a Greek town or village and it seems that there are BBQ smells everywhere chances are it’s probably Tsiknopempti. (It could also be Easter Sunday but in that case the smell is the roasting lamb on a spit so you’ll know quite quickly which is which).
Tsiknopempti comes from the words tsikna (the characteristic bbq meat smell) and Pempti (Thursday). It comes about once a year, about two weeks before Lent starts.