This was my exact question when I decided to delve into Lovecraft, and I found no good answers. I did some internet searches and there was nothing. The good news/bad news, is that there is no set order, so you can just jump in wherever you like. The downside being that it's very easy to suffer paralysis of analysis (there are over 80 stories and you have no idea where to start), and I firmly believe that you can lose a lot of enjoyment of some of the stories if you read them with no foundation. A lot of people will also answer this question by listing some of Lovecraft's best stories, and that's OK. The biggest negative to me in reading his best 15 stories is that it leaves you with 65 stories that you might not like as much, and you might just stop reading. I ended up just picking up the HP Lovecraft Historical Society complete works audiobook. It's a really well-produced work, and I highly recommend it. The problem for me is that the book (and most of the "complete works" collections) just put the stories in alphabetical order, and I think that is a terrible way to read Lovecraft for the first time! For one thing, you hit At the Mountains of Madness *way* too early in my estimation. You also have no way of really knowing which stories are Cthulhu Mythos stories, which are Dream Cycle stories, and which are just one-offs. The Dream Cycle stories actually do have an order to them, so reading them out of order kills the connectiveness. And besides all that, a lot of the Mythos stories build on each other thematically, and I think (for instance) that reading Dagon and What the Moon Brings (for example) before Call of Cthulhu enhances the enjoyment of the latter. A friend of mine decided to get into Lovecraft and, against my advice, started with At the Mountains of Madness. He was dissatisfied with the ending (not a surprise) and almost gave up on Lovecraft. That inspired me to put together what I think is the ideal reading order for the stories. I published my own collection (which you can get here if interested - The Ultimate H.P. Lovecraft - Kindle edition by Lovecraft, H.P., Peterson, M.D.. Literature & Fiction Kindle eBooks @ Amazon.com.) that puts the stories in the best order for really enjoying some of the best stories and deeper themes. The other fun thing about the book (IMHO) is that I coded it so you could also read the stories in alphabetical order or in order by publication date, if you prefer.
There seems to be a good number of stories missing. First, a couple of his earlier works (The Alchemist, The Beast in the Cave) are not included. Second, none of the stories he wrote for others is included (Under the Pyramids, the Zelia Bishop or Hazel Heald stories). Third, none of the stories he wrote *with* others is included. I am biased and recommend my own book - The Ultimate H.P. Lovecraft - Kindle edition by Lovecraft, H.P., Peterson, M.D.. Literature & Fiction Kindle eBooks @ Amazon.com. You can read in my suggested reading order, or alphabetically, or in order of publication date. Of course, it costs $4.50 more than the one you are looking at!
I love The Outsider! I put together a Lovecraft Collection with what I think is the ideal reading order. (Self promotion - see here if you are interested The Ultimate H.P. Lovecraft - Kindle edition by Lovecraft, H.P., Peterson, M.D.. Literature & Fiction Kindle eBooks @ Amazon.com.) The first section of the book is stories that do not belong to either the Cthulhu Mythos or the Dream Sequence, and I organize them roughly in ascending order of quality. I have The Outsider fifth from the end of that section (meaning, I think it is one of the best!).
If you're willing to consider my plug, I published a complete collection with what I consider to be the best Lovercraft reading order. The Ultimate H.P. Lovecraft - Kindle edition by Lovecraft, H.P., Peterson, M.D.. Literature & Fiction Kindle eBooks @ Amazon.com. You could get recommendations for some of his top stories, and go with those, but I think you will actually appreciate them more after reading some other stories. For instance, the Cthulhu Mythos stories are what usually draw people to Lovecraft in the first place, but I think some introduce themes, ideas, characters, and locations that build on each other in other stories. I think it is better to read in an order that enhances the understanding of the more popular stories. But everyone is different! For what it's worth, I would never recommend ATMOM as the first book, even though I love it. I have a friend (who actually inspired my book) who started with ATMOM, and I think he was ready to give up on Lovecraft, but has renewed interest now.
