I've always found "Lovecraftian" things pretty interesting so I finally decided to try out the source. I ended up reading Pickman's model, The color out of space and The music of Eric Zann.
Did I pick really badly or is his style not even meant to be scary? More about trying to blow your mind than crawl under your skin or jump at you?
I'm pretty confident when it comes to terror. I'd be running out of the room screaming if it was remotely spooky.
Lovecraft's game is "fear of the unknown" so if that's not how you get your rocks off, he's probably not for you.
Which is fine. I personally got a lot more enjoyment out of Clive Barker than Lovecraft.
You picked some of the the least scary Lovecraft, OP.
"The Horror at Red Hook" may be the scariest, though it doesn't necessarily fit with his overall mythos. Certain parts of "The Dream Quest of Unknown Kadath" are intensely horrifying, though it does drag on at times.
I just finished The Dream Quest of Unknown Kadath for the first time a few days ago and the end was beautiful. Much more of a fantasy story than horror but still solid.
Lovecraft is all about letting your imagination do the work. He's really good at not showing you the monster and building it up. And like >>7624900 said, the 'big spooky reveal'. Try Under the Pyramids, The Dunwich Horror, The Whisper in Darkness, The Case of Charles Dexter Ward, The Lurking Fear, Rats in the Walls. And of course the Call of Cthulhu.
Has anyone read any of Clark Ashton Smith's work? Him and Lovecraft seemed to be really great friends, and Smith's "Weird Tales" stories are some of the best I've read. His poetry is great as well.
Smith's stuff is pretty good. He feels like a more versatile writer. The collection of Hyperborea tales is a fun read. I like the stories set in medieval France. Avignohn, or something like that.