I always leave the skin on when roasting butternut squash, though have found it too tough on other squashes.
Was making butternut squash soup a couple of nights ago and half way through peeling I wondered if it was necessary. I did very shoddy peeling for the rest of the squash and don't seem to have any hard bits in the soup.
Definitely not seeds though - was wondering about them too so chucked a couple in. Not to be recommended!