These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
YMMV: Cthulhu Mythos
Continuity Porn: Common from virtually the moment of Lovecraft's death onwards, though hardly mandatory.
If you consider many of the stories are narrated in first person and one of the bases of the Mythos is that humans actually know really little about the cosmos then we can conclude that the own character narrators doesn't know enough or have wrong information due to the vague nature of their sources about the Mythos, which of course is a nice excuse to keep creating new stuff.
Complete Monster: Nyarlathotep is the only entity in the mythos that is truly malevolent and enjoys causing suffering for the sake of it, as opposed to the others who are either completely mindless or have Blue and Orange Morality.
And Y'golonac is just as bad, if not worse, even though he operates on a more Squicky level while Nyarly operates on a more outright vicious level.
Designated Hero: The Great Race of Yith are the closest thing to a good-guy race the original Lovecraft stories contained.
Ensemble Darkhorse: Cthulhu has so little role in Lovecraft's work, yet is the most famous now.
Despite showing up in about two Mythos stories, Cthylla is pretty well known.
Moment Of Awesome: Johansen hitting Great Cthulhu's head using the ship. It dosen't kill Cthulhu, but still awesomely badass, and eats up enough time for Cthulhu to be forced back into his slumber.
Unfortunate Implications: Knowing Lovecraft's views on race and religion can cast some of his works into a rather negative light. Other authors tend to avert this.
The Deep Ones are likely a demonization of miscegenation.