Which kind of makes sense for a person living around the beginning of the 20th century, doesn't it? Science had been doing a whole lot of upending of comparatively short, tidy, theologically grounded cosmogonies and replacing them with cold and unsettling narratives of yawningly huge expanses of time and space.
So all you gotta do is populate those yawningly huge expanses with some heretofore unknown civilizations of brain-achingly advanced tentacle beasties that think of humans as pestersome insects at best, and bam, Lovecraftian atmosphere.