It's a Great Old One, like Cthulhu and He Who Must Not Named. Wikisource have a sizable number of
Lovecraft stories you can read for free. Otherwise, you can give a try to the Call of Cthulhu boardgame by Chaosium. You need friends and time for that, tho. If you don't mind vintage games, you can try
Shadow of the Comet and
Prisoner of Ice. More recent is
Call of Cthulhu: Dark Corners of the Earth.