Melt 3 Tbsp. of the butter in a large dutch oven over medium-high heat.
Add in the garlic, onion, parsnips, celery, salt and 1/2 tsp. of the pepper and stir frequently for ~10 minutes until the vegetables have browned and softened.
Add in the mushrooms and apples and remaining 2 Tbsp. of butter and continue cooking for another 5-10 minutes until the apples and mushrooms have softened.
Reduce heat to medium, add in the chestnuts, chicken broth and remaining 1 tsp. of pepper and continue cooking for ~20 minutes longer until liquid has reduced a bit and all vegetables/apples are completely softened.
Remove from the heat and blend until thoroughly blended and thick (either while in the dutch oven, using an immersion blender, or in small batches using a regular blender).
Place the soup back in the dutch oven if you used a regular blender, and then place back on the stove with the burner on low heat.
Add in the goat cheese and stir until melted and thoroughly combined. At this point, taste-test the soup and add additional salt/pepper if needed and/or add some water or chicken stock to thin out the soup if it's too thick.