Pulp scholar, Will Murray, from 1986:
The fact is that the first story Lovecraft wrote which, when it reached
print, made readers of Weird Tales sit up, take notice, and sense that here
was something different and new and original, was "The Call of Cthulhu".
It's all there in "Call": the cosmic lore, brooding preterhuman entities,
inextricable blending of ancient history and forward-thinking science fic-
tional concepts, the cults, everything.
"The Call of Cthulhu" was the primal Cthulhu Mythos story. It was in
that short novella that concepts which had long been percolating in Love-
craft's mind first coalesced and took gigantic shape. It's possible that
even Lovecraft himself didn't realize that he was making a quantum leap for-
ward in the field of horror fiction in that one lean story.
The next story Lovecraft published was "The Colour out of Space". Many
discount this as a Mythos story, despite its inescapably cosmic theme. Per-
haps if the sentient gaseous being from the fallen Arkham meteor had been
given a Cthulhuvian name — say Phart — and had Lovecraft repeated that name
in a later story, then there would have been no question in any minds but
that "Colour" was a venture into the Mythos. But as it happened, Love-
craft was dealing with an unnamed, unspeaking entity, without any of the
supporting Necronomiconesque elements. So it's easy to dismiss.
But as I pointed out in my article, "Sources for 'The Colour out of
Space'" ( Crypt of Cthulhu #28, Yuletide 1984), there was a similar gaseous
intelligence, S'gnac, in two earlier Lovecraft stories, "Celephai's" and
The Dream-Quest of Unknown Kadath. This could easily, even probably, be
the same entity — or a related one — thus bringing "Colour" at least tenta-
tively into the Mythos for those who feel thematic evidence must be some-
thing one can spell, and not something one feels.