Preheat oven to 425 degrees.
Place squash on a large baking sheet lined with parchment paper or aluminum foil. Bake in preheated oven for 40-50 minutes, or until squash is tender.
In a medium saucepan or pot combine 2 tablespoons olive oil and onion. Sauté over medium heat for 3-4 minutes.
Add garlic and ginger. Continue cooking over medium heat for 1-2 minutes.
Once squash is done cooking, remove as much flesh as you can and discard the skin.
Add all of the squash and coconut milk mixture to a high-speed blender, such as a Vitamix. Or, add half of the squash and half of the coconut milk mixture to the bowl of a large food processor and process in batches. Puree for 2-3 minutes, or until contents are completely smooth.
Lastly, add salt, cayenne, cinnamon, coconut milk, and broth. Stir to combine ingredients. Cover skillet with a lid, reduce heat to low, and let ingredients simmer for 5 minutes.
Pour soup back into the pot or saucepan and reheat over Medium-Low heat.
Stir ingredients in the pot to ensure even mixing. Serve soup immediately with a drizzle of coconut milk and fresh cilantro. Enjoy!