Preheat oven to 400 degrees F.
With a large sharp knife, pierce squash near the stem, insert the knife, and rock back and forth cutting your way around the entire squash cutting all but the stem. Remove knife and break squash in half. Use knife to remove remaining stem.
Use a spoon to discard seeds. If desired, you can remove pulp from seeds and roast them too.
Rub the flesh of the squash with the olive oil. Place face down on a rimmed baking sheet. Bake, face down, in oven for 45 minutes to an hour. You'll know when the squash is done based on how easily a butter knife inserts into the flesh of the squash, and also based on the wonderful smell. When done, remove from oven and allow squash to cool on baking sheet.
When cool enough to handle, cut squash into sections and remove skin.
At this point you can serve the roasted squash as a side dish, cube it for a recipe, or puree it.
To puree the squash, place peeled squash sections in a food processor. It is very thick so it occasionally needs to be re-positioned in the processor if it appears to not be thoroughly mixing. Pureed squash can be frozen in an air tight container or plastic freezer bag for future use.