"Reason is great, but it is not everything. There are in the world things not of reason, but both below and above it; causes of emotion which we cannot express, which we tend to worship, which we feel, perhaps, to be the precious elements in life. These things are God or forms of God: not fabulous immortal men, but 'Things which Are', things utterly non-human and non-moral which bring man bliss or tear his life to shreds without a break in their own serenity."
Nor is it to be thought […] that man is either the oldest or the last of earth's masters, or that the common bulk of life and substance walks alone. The Old Ones were, the Old Ones are, and the Old Ones shall be. Not in the spaces we know, but between them, they walk serene and primal, undimensioned and to us unseen. […] They bend the forest and crush the city, yet may not forest or city behold the hand that smites.
Lovecraft, well-versed in Classical mythology, was well aware of Dionysus, and I am sure that god's Mysteries were one of the models for the Mysteries of the Cthulhu cult.