The New Yorker blog mentions the very first appearance of Great Cthulhu in the magazine’s pages, when Edmund Wilson panned Lovecraft back in 1945:
‘The “Cthulhu Mythos” and its fabricated authorities seem to have been for him a sort of grownup boyhood game in which he diverted his solitary life by playing with other horror-story fanciers.’
It’s still diverting after all these years.