Bring a large pot of water to a boil and carefully (with gloved hands) add the stinging nettle leaves. Blanch for about 2 minutes. This will remove most of the sting. Drain in a colander and rinse with cold water. Trim any thick or tough stems, and chop the leaves.
Heat olive oil in a large pot over medium heat, and stir in the shallots. Cook until shallots have softened, about 3 minutes. Stir in the oats, broth, dill and chopped nettles. Increase heat until soup comes to a low boil; then reduce heat to low, and simmer for about 10 to 15 minutes.
Purèe the soup using either an immersion blender or regular blender (in batches), returning to pot when finished. Stir in fresh lemon juice. Season with white pepper and serve warm. Garnish with a tablespoon of crème fraiche if desired.