I've always had a strange obsession with Lovecraft and Cthulhu in general. I mean, he's so darn cute! But I've never taken the time to sit down and actually delve into the mythos.(With the exception of the original novella "Call Of Cthulhu," and The Necronomicon) Mostly because I have NO idea where to start! Lovecraft wrote a handful of stories about the abomination from beyond the stars but I'm also interested in the expanded mythos written by Lovecraft imitators. So onrpg, where do I start? Also share some love for the alien octopi.
I'd recommend the Lovecraft collection edited by Joyce Carol Oates. It's got a wide variety of his works, and its a good way to get a feel for him. There's also "The King in Yellow" by Chambers, which actually inspired the Cthulhu Mythos. Lovecraft was inspired by Chambers, and in turn inspired Derleth. Derleth helped to keep Lovecraft's stories from being destroyed after Lovecraft died, and wrote some of his own as well.
Hell, if you want something newer, Stephen King's works are FILLED with Lovecraft stuff.