I might change my name to "lazy cook" because I do not peel my butternut squash before baking. I slice it in half, scoop out the pulpy mass of seeds, rub on some olive oil, salt, rosemary and thyme (sometimes curry) and bake. When it's done, I just scoop out the flesh. Great for soups, mashed or puréed textures. If I need to have a firmer texture/brick, I just cook it a little less, sometimes I may lose a little bit more than if I peeled it, but I've gained time and patience ( because I would have lost it during the peeling!).

I'll confine myself to winter squash, since summer squash are out of season for me. Some winter squash have tough skins that are too much trouble to peel, like Hubbard, Buttercup (my favorite), and Acorn. I simply cut them in half and put them cut side down in a baking pan with a little water in the bottom. Leave the seeds in until the squash is soft, then scoop them out. A Butternut squash can be peeled and also lends itself to being cut into cubes and steamed, although it can be baked like the others. The striped Delicata, which keeps less well, can be done in any of the above ways, but, in addition, a really fresh one has such tender skin that you really can eat it if you saute the squash by cutting it in half and then into half moons.

Winter squash, like butternut and acorn have thick hard skins which have to be peeled, boiled or roasted off because they are mostly inedible. Summer squash have tender skins which don't need peeling. They can be immediately roasted, sauteed, steamed or even bbq'd. Summer squash can even be eaten raw.

In general there are winter squash and summer squash. There's no one way to cook either one. If you enter the name of the squash you want into the search (upper right) you'll find plenty of recipes for them all. Just start with one that looks good, try it, and continue. You will learn 'how' along the way.