Umm...there's a debate on that, H.P. Lovecraft (the author) had a few pronounciations, but most people pronounce it Kuh-thoo-loo, or K-tooloo. The story he's featured in directly is called The Call Of Cthulhu, but he's mentioned in a lot of stories.
Most of his writings are in there somewhere, they are quite entertaining, but remember, he wrote for pulp magazines so you aren't getting real epic literary quality. I used to have most of the compilations of his stuff. I miss my books.