I'd already answered this question by way of answering the one about how I discovered Call of Cthulhu, but I'll expand slightly. I was vaguely aware of Lovecraft before I first read him. Actually, I was first aware of his creations through the first printing of Deities and Demigods. The hints in there were compelling. In the mid-80s, I began to see advertisements for the game, which is probably how I first heard the name; I knew very little about the horror genre at that point. As my curiosity was piqued, my school library got a copy of the latest printing of Lurking Fear and Other Stories from Del Rey. I stared at the Whelan cover for a moment and checked it out. I spent the day in school feverishly reading it. More books appeared on the new books cart in rapid succession, and I read them at the same pace.
I'm not sure what my relationship to horror would be without my youthful obsession with Lovecraft. Certainly it would be different, if not practically nonexistent.