It's not usual to eat the seeds tbh. You do have to shell they'll after roasting unless you collect them all and grind them into a fine powder. It's them used as a spice (seed shell and all, though I've not tried it).
The seeds and the thinner stringy stuff they are in, scoops or easily with a dessertspoon. Just dig the edge of the spoon in when the squash is cut in half and scoop them out, stringy stuff and all. If you really want to you can then collect them and bake them in the oven at the same time but you'll still need to shell them. It's only the kernel that you buy in the shops and usually of a variety with a thin shell and large kernel for easier shelling and consumption.