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.
Accidental Aesop: Considering H.P Lovecraft's general xenophobia and racism, it's likely he intended the final revelation in Facts Concerning the Late Arthur Jermyn and His Family- that one of the title character's great-great-great grandparents was some sort of pre-human 'ape-goddess'- to be legitimately horrifying enough to justify his fatal Heroic BSOD. Ninety-odd years later, when what amounts to almost literally the exact same revelation about a huge swath of the current population is met with a profound 'meh' outside of the scientific community, the really disturbing thing about the story seems more to be how truly fragile poor Arthur's sense of proportion and grip on reality are.
Fragile grips on reality are an overwhelmingly common theme in Lovecraft's fiction, though. So that may be part of the intended effect, even if few contemporary readers share the author's fixation on racial purity.
Harsher in Hindsight: While the racism in his work (see Values Dissonance below) would have already have been harsh to some contemporaries, but considering that this line of thinking lead to, The Holocaust (and for that matter Lovecraft had also offered some praise to Hitler ("The crazy thing is not what Adolf wants, but the way he sees it & starts out to get it. I know he’s a clown, but by God, I like the boy!" –Letter from Lovecraft to Donald Wandrei, November 1936), it makes many protagonists, who tended to be AuthorAvatars for Lovecraft (who died well before the worst horrors of the Nazis' genocidal campaign would be known to the world), in his stories far less sympathetic.
Seinfeld Is Unfunny: Thanks to his influence, many of Lovecraft's themes have become horror clichés.
Squick: Some of the details of Lovecraft's upbringing are rather...awkward, to say the least. (For the record, L. Sprague de Camp's biography of Lovecraft has been discredited, but it formed the dominant image of the man for a few decades.)
"Medusa's Coils" is the most notoriously racist of all Lovecraft's works, and treats the revelation of a generations-ago Anglo-Saxon/African marriage to be something as utterly horrific as the various alien ghoulies that tend to show up in Lovecraftian horror. Many readers in the modern era tend to find the final statement (copied below) to be Nightmare Retardant.
It would be too hideous if they knew that the one-time heiress of Riverside — the accursed gorgon or lamia whose hateful crinkly coil of serpent-hair must even now be brooding and twining vampirically around an artist's skeleton in a lime-packed grave beneath a charred foundation — was faintly, subtly, yet to the eyes of genius unmistakably the scion of Zimbabwe's most primal grovellers. No wonder she owned a link with that old witch-woman — for, though in deceitfully slight proportion, Marceline was a negress.
While it's impossible to dissociate Lovecraft from his racism, it is frequently misunderstood. Which isn't to defend him. His prejudice, if anything, ran deeper than race, and he took almost as dim a view of rural whites as blacks. It's arguably easier to find an example of a sympathetic minority in his writing (like Dr. Muñoz in "Cool Air," who was "of superior blood and breeding") than a sympathetic white country-dweller (the entire town of Dunwich, for instance). His attitudes towards race also change over time, though they never approach anything that would be acceptable to modern readers (or even many contemporary ones).
Slightly less noticeable than his racism, but Lovecraft also tended to shy away from female characters entirely. For the most part, they're not present at all, or are only present in background roles. One of the few exceptions is Asenath Waite Derby from "The Thing On The Doorstep," the villain of the story and actually inhabited by the spirit of her father, Ephraim Waite, well before the story begins. Another rare exception is Keziah Mason, the antagonist from "Dreams in the Witch House".
This was more likely because Lovecraft was himself rather shy towards the opposite sex and didn't feel he could write up a convincing female character. In fact, he wrote in one letter that discrimination against women is an "oriental" (referring to Middle-Eastern religious traditions) superstition from which "aryans" ought to free.