Congratulations on putting down a wounded animal. The mark of a true hunter!
Antelope has it's own flavor. Sage is a big part of their diet, adds greatly to their taste.
As others have posted, field care is important, and by now you have already done that. Unless it is very hot, I don't skin my antelope until I process them. I do like to hang them for several days to a week. They have to be protected from flies, like being inside a breathable game bag.
When I process them, I cut off anything white -- fat, tendons, silver skin, and all bloodshot meat. I also do not use a saw, as it will put bone and marrow chips into the meat.
I cook mine like all other wild game -- a little on the rare side, and not too much seasoning. I also make a lot of jerky from my antelope.