I would like to take this opportunity to say this is a fantastic thread.
When I was in my teens and into my 20's I read everything the man wrote at least 3 times.
I'm in my 40's now and still think about his work from time to time, I may even dig my old books out from the attic and resurrect some ancient evil tonight.
When I was young, fourteen or so, I started reading Lovecraft and then started researching him, Alister Crowley and The Mad Arab Abdul Alhazred all from the perspective that it was real.
Mind you I was a very impressionable boy.
Also keep in mind that no one I knew owned a computer so research other than the library and book stores was very limited.
So the more I read the further down the spiral I went, I started delving into the occult in a sort of "Hands on" sort of way, a few seances and rituals etc. However, I had to get out of it because the whole scene was bringing me down mentally.
But now when I look back I realize it helped open my eyes to a wider spectrum of alternate realities and other dimensions in a way that no other science fiction writer ever gave me.
Lovecraft did the perfect job of marrying Science and Horror together using a descriptive style I'd never seen before and until this day is my favorite author.