Let’s say, for the sake of argument, that you’ve never read any H. P. Lovecraft. What to do?
Nearly all of his work is available online thanks to the H. P. Lovecraft Archive, so there’s no problem with access. I’m nonetheless going to encourage you to seek out his work in print or, at the very least, furtively send some of those electronic versions to your workplace printer and spirit them away. The pacing and verbosity of his stories is at odds with the 140-character nature of online culture, and considering how many of his plots revolve around libraries it wouldn’t be a bad idea to reacquaint yourself with one before tucking in. Not to mention that there is something fundamentally wrong with seeing the word “eldritch” in Helvetica. (All that said, even I won’t begrudge those of you with Kindles for picking up the entire Lovecraftian canon for free …)
So: books. The single-volume H. P. Lovecraft: Tales is the most comprehensive, containing all of his major works. The three volume “… And Other Weird Stories” set, meanwhile, is arguably the best collection, as it is edited by S. T. Joshi. (The Call of Cthulhu and Other Weird Stories, The Thing on the Doorstep and Other Weird Stories, and The Dreams in the Witch House and Other Weird Stories, the three of which Amazon bundles together for a smidge over $32.) Or go to your local used book store a pick up a few of the The Rats in the Walls, and it turned me into a lifelong convert, so there’s some strong anecdotal evidence in favor of that one. But the tale I usually recommend as a starter is The Colour Out of Space. (Lovecraft was an unabashed anglophile; hence the “u”). For one thing, “Colour” is distinct from Lovecraft’s intertwined “Cthulthu Mythos” stories, and a new reader won’t find herself stumped by offhand references to “Yog-Sothoth” or “The Necronomicon”. For another, the story contains some of his best writing:
As I walked hurriedly by I saw the tumbled bricks and stones of an old chimney and cellar on my right, and the yawning black maw of an abandoned well whose stagnant vapours played strange tricks with the hues of the sunlight. Even the long, dark woodland climb beyond seemed welcome in contrast, and I marvelled no more at the frightened whispers of Arkham people. There had been no house or ruin near; even in the old days the place must have been lonely and remote. And at twilight, dreading to repass that ominous spot, I walked circuitously back to the town by the curving road on the south. I vaguely wished some clouds would gather, for an odd timidity about the deep skyey voids above had crept into my soul.
For those intending to plow through a whole bunch of Lovecraft, some other good places to start are The Statement of Randolph Carter, The Outsider, and , all of which are brief, archetypal, and fairly early in his fiction writing career.
If you just want to read a single work of Lovecraft’s to find out what the fuss is about, I would refer you to The Shadow Over Innsmouth (my personal favorite) or The Dunwich Horror. These are among his longer stories, but exemplify his style and philosophy. Or, if you’d like your “one and done” exposure to be of novel-length, check out The Case of Charles Dexter Ward.
By the way, other people are going to recommend to you as a perfect “first Lovecraft story” either The Call of Cthulhu or At the Mountains of Madness. These people are wrong. They are conflating the stories that are most beloved to people who have read a lot of Lovecraft with those that would be of interest to people who have read no Lovecraft. The Return of the King may be the best book in the Lord of the Ring trilogy, but you wouldn’t want to read it first.