Melt coconut oil in a large pot over medium heat. Cook and stir onion in the hot coconut oil until golden brown, 7 to 10 minutes.
Stir squash, chicken broth, almond milk, cinnamon, cayenne pepper, nutmeg, honey, and ginger together in the pot with the onion; bring to a boil and cook until the squash is fork-tender, about 30 minutes.
Puree soup with an immersion blender. Add avocado in small batches, pureeing each before adding the next. Garnish servings with additional cinnamon and chopped pecans.