In reading The Call of CthulhuI, The Dunwich Horror, and The Shadow Over Innsmouth, I've concluded that the vast majority of Lovecraft's characters in these stories (definately the protagonists) are playing at a dire game.
This game is an adventure against impossible odds who's most desireable outcome, given the options, is death. Of course the players in the game are never allowed to know this awful truth until it is far too late and there is no longer a chance to quit playing. The players blindly drive towards this point-of-no-return, driven by their own curiosity (and greed) to understand the greatest and most forbidden truths that predate time and reason. It is not until after the players have had a mere glimpse of such arcana that they learn the more immediate truth of their own, now-sealed fate. Curiosity kills the cat, but the human in this game can only hope to be so lucky.
Additionally, I now see where the majority of my favorite storytellers (any genre) have all taken cues from Lovecraft. I've been advised of Lovecraft's influence, but until reading his work had never experienced it first hand. Indeed, I myself now feel amply armed to dive once again into my own works of fiction with renewed inspiration fuelling my creativity. Lovecraft rocks.