The Call of Cthulhu

The Call of Cthulhu was written by Howard Phillips Lovecraft and first published in 1926.  
It is the only story written by Lovecraft in which the extraterrestrial entity Cthulhu himself makes a major appearance.
It is written in a documentary style, with three independent narratives linked together by the device of a narrator discovering notes left by a deceased relative. The narrator pieces together the whole truth and disturbing significance of the information he possesses, illustrating the story's first line: "The most merciful thing in the world, I think, is the inability of the human mind to correlate all its contents. We live on a placid island of ignorance in the midst of black seas of infinity; and it was not meant that we should voyage far."