Ok, I have to admit I know very little about Cthulhu, except that it appears to be a pretty popular Kickstarter theme. However, with the Order of the Dagon clue and the octopus-squid thing in the picture, I figured it was time to do a little research, wiki-style.
All quotes here are from the Cthulhu Mythos Wikipedia page. Consider this my official citation. Some things that jumped out at me as interesting:
"Lovecraft made frequent reference to the "Great Old Ones": a loose pantheon of ancient, powerful deities from space who once ruled the Earth and who have since fallen into a deathlike sleep. This was first established in "The Call of Cthulhu", in which the minds of the human characters deteriorated when afforded a glimpse of what exists outside their perceived reality."
--- so this goes into the whole "awakening" theme as well as the characters that have gone crazy (Anna Lyons, the investigator who ended up in the "Halloway Sanitorium."