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there are a number of things that create a cult following for Cthulhu....H.P. Lovecraft references Cthulhu in some of his literature....there's also video games and the like....if you're truly interested, wikipedia has a pretty lengthy set of articles about it all. :o)
Cthulhu's actually a nice chap, once you get over the trans-dimensional essence barrier. Provided he notices you. Knows a lot of good jokes, but a lot of them were over my head, admittedly, being mortal and all... Oh but the stories! He could talk for Leng!