Melt 2 tbsp. of the butter in a heavy-bottomed medium pot over medium heat. Add shallots, and cook until soft, about 2 minutes. Add mussels, wine, and 1 cup water; increase heat to medium-high and cook, stirring frequently, until mussels open, about 5 minutes. Strain mussels through a colander set over a medium bowl. Set broth aside. Remove mussels from their shells (discard any that don't open), and discard shells. Set mussels aside.
Melt remaining 4 tbsp. butter in same pot over medium heat. Add pumpkin, and cook, stirring often, until soft and lightly golden, about 15 minutes. Add reserved mussel broth, and simmer until pumpkin is very soft and broth thickens slightly, about 10 minutes.
Working in batches, puree pumpkin in a blender until smooth. Return puree to pot over medium-low heat, add mussels, season to taste with salt and pepper, and heat until warm (do not boil). Serve in warmed soup bowls, and garnish with parsley.