Cthulhu, basically a collosal inter-galactic space squid who arrived on earth billions of years ago with a lot of other creatures like him, refered to as the Great Old Ones.
He was created by the author H.P.Lovecraft, creater of "cosmic horror", the idea that the universe is vast beyond the imagining of man, and fundamentally alien. We cannot hope to understand it's complexities. The Great Old Ones, along with the Elder Gods, Outer Gods and the Deep Ones are an example of this. They control forces that we are not aware of and cannot undertsand. They have survived for billions of years, defy convential logic and physiology. In fact, most people who've come into contact with them simply cannot wrap their minds around them and just go insane.
Anyway, most of them have cults which exist in modern times. In Cthulhus case, they're trying to awaken him. What you didn't know he was asleep? Of course he was, if he wasn't we'd all be tasty little snacks right now! No, Cthulhu is asleep in the city of R'lyeh, which much like Atlantis is hidden beneath the sea. One day "when the stars are right", it will rise from the depths and Cthulhu will make us all his bitches
If you'd like to join the Cthulhu Cult, just start chanting this in the hope that old Calamari face will hear you: "Ph'nglui mglw'nafh Cthulhu R'lyeh wgah'nagl fhtagn." Translated this means: "In his house at R'lyeh, dead Cthulhu waits dreaming."
Enjoy, and remember, that is not dead which can eternal lie yet with strange aeons even death may die.