Tren Krom from BIONICLE exists as a Shout-Out to Lovecraft. However, he actually isn't an alien or other; he was created by the Great Beings just like everything else in the Matoran world. Despite this, he's got the looks — tentacles and all — and causes insanity in those who look upon him. He was also one of the first things to exist in the Matoran world, managing it before Mata Nui, who contains the entire Matoran world in his body, was activated.
While we're at it, Makuta was also described like this as first - a kicking, screaming, lashing thing of pure malevolence. As a Makuta he has the ability to shape shift into any form and can create Rahkshi from his own flesh, which are considered as his sons.
And now there is Annona, which has been described as a small, star-like thing with tentacles and a room chilling aura. It eats dreams.
The first Rahi were tentacled monstrosities and other madness-inducing sea beasts. Akin to Tren Krom, they are actually naturally occurring in the Matoran world, but they are still unspeakably ancient and strange.
The Energized Protodermis Entity was through excessive backstory rewrites and extensions turned from a one shot bad guy made of Sentient Phlebotinum into this, when it was revealed to have been a mysterious cosmic being that resided in the core of Spherus Magna, and was in fact the engine that set the entire story into motion. It can take on many shapes, but its natural form is a silvery liquid.