Preheat your oven to 400°F. Place your butternut squash on a cutting board and carefully cut off the bottom and the top of the squash. Begin by pressing your knife into the skin about 1/2" and work your way around the end of the squash. When you get back to your starting point, push your knife deeper into the squash and cut off the end.
Then, place your squash upright and carefully slice it in half down the middle. Keep both hands on top of the knife and gently rock it back and forth as you press it down through the squash. Scoop out the seeds with a large spoon.
Line a baking sheet with parchment paper for easy clean-up. Lay the squash in the pan, cut side up, and brush or spray with a bit of olive oil. Then sprinkle with a dash of salt and pepper. Flip them over so they are cut side down on the sheet. Bake at 400°F for 1 hour. Remove the pan from the oven and allow to cool.
Scrape out the soft roasted butternut squash, set it aside in a bowl, and discard the skins. This step is best done a few hours before making the soup or even a day or two in advance. Store the squash in an air-tight container in the fridge until needed.