Preheat the oven to 425 degrees F.
Add the butternut squash to a 9×9 baking dish. Toss with 2 teaspoons of the olive oil, ½ teaspoon Kosher salt, and ¼ teaspoon of black pepper. Transfer to the oven to roast until tender, about 30-35 minutes. Stir halfway through.
In the meantime, heat the remaining 2 teaspoons of olive oil in a nonstick pan over medium heat. Add the shallots and ¼ teaspoon of Kosher salt. Cook, stirring occasionally, until soft and beginning to brown, about 15 minutes. Turn the heat down to medium low and add the garlic, balsamic vinegar, and sage; stir to incorporate. Cook until the garlic is beginning to soften and the vinegar is absorbed, about 2 minutes. Remove from heat.
Remove the roasted squash from the oven. Stir in the shallot. Crumble the goat cheese on top of the squash mixture then top with the pistachios. Return to the oven until the cheese is melted, about 15 minutes.
Remove from the oven and serve.