Extraterrestrial/Extradimensional Influences on Humanity
The alien beings of Lovecraft's mythology often have secular, human followers. The most notable example of this is the Cult of Cthulhu. Since these "Gods" were far too powerful to be conventionally encountered, their servants serve the purpose of informing both the reader and protagonist of their existences in a filtered, understandable way. Lovecraft believed that "primitive" humans had a higher understanding of the supernatural.
Esoteric Knowledge
Many of Lovecraft's works center around hidden, secret, occultic knowledge. Most often, characters stumble upon this knowledge via curiosity, scientific endeavor, or a combination of both. As a result of these forbidden insights, the characters are rendered irrevocably insane or banished to oblivion.
Religion and Superstition
Nearly all of Lovecraft's works contain elements of religion and superstition, often blurring the distinction between the two. For example, a timeless pantheon of deities called "The Old Ones" are a prevalent factor throughout the Cthulhu Mythos. Despite being either apathetic or malevolent, these alien entities are worshiped by an ignorant humanity.
Additionally, characters are provided with mythical origin stories about humanity, which contradict the Creationist tales of conventional religions. Educated men in Lovecraft's stories frequently use modern science to support their lack of religious faith. Concerning superstitions, Lovecraft once wrote that "all superstitious beliefs are relics of a common 'prehistoric ignorance' in humans."