Start by peeling the squash until it becomes bright orange (you usually need to peel two layers). This can easily be done with a veggie peeler. The skin is pretty soft. Cut off both ends. Remove the seeds and the other goo inside. Slice crosswise into 1 inch slices, and chop the slices into 1 inch cubes.
Heat a bit of oil in a large soup pot over medium heat. Add the onion, celery, and carrots. Toss around every so often until the veggies become fragrant and the onion and celery are translucent, about 10 minutes. Add the other ingredients. Bring to a boil and cook until the squash is soft, about half an hour.
Remove from heat and use an immersion blender to puree the soup.