Heat olive oil in a medium pot over medium-high heat. Add onion and cook until translucent, about 3 minutes. Add garlic, lentils, salt, pepper, thyme, and 4 cups water. Bring to a boil, then reduce heat to medium-low. Add turnips, beets, and squash and simmer gently, stirring occasionally, 20 minutes.
Add kale and carrots and cook 10 minutes, or until vegetables are tender and most of the liquid has been absorbed. Remove from heat and stir in parsley and goat cheese. Serve immediately, accompanied by crusty bread.
Note: Semifirm aged goat cheese, available at most cheese counters, has an assertive flavor that pairs well with winter greens and root vegetables. Its firmer texture holds up well when heated.