The best answer to this question is found in Lovecraft's tale "The Call of Cthulhu". Cthulhu is a monstrous entity who lies "dead but dreaming" in the city of R'lyeh, a place of non-Euclidean madness presently (and mercifully) sunken below the depths of the Pacific Ocean. Cthulhu appears in various monstrous and demonic forms in early myths of the human race. Racial memory preserves Him as humanity's most basic nightmare. Cthulhu is the high priest of the Great Old Ones, unnatural alien beings who ruled the Earth before humanity formed, worshipped as gods by some misguided people. It is said that They will return, causing worldwide insanity and mindless violence before finally displacing humanity forever.
In "Call of Cthulhu" our beloved leader is described in the following way:
Also, it is described in another fashion in the following manner:
How do I pronounce our President Elect's name?
There are basically three different pronunciations that I have heard, other pronunciations being slight modifications on these.
The most commonly heard pronunciation is that suggested by Chaosium, makers of the "Call of Cthulhu" roleplaying game. On the back of many of their gaming products is printed the phrase, "Can you say kuh-THOOL-hoo?". (I pronounce it kuh-THOO-lhoo.)
Another pronunciation is that used by several Lovecraftian scholars. This form is based on Lovecraft's revision tales where Cthulhu is often referred to as "Clooloo" or "Clulu". Unfortunately, this form does not have a sound representing the "th" combination.
Lastly there is a compromise between these two. The "h" sounds are aspirated, thus the "th" is not as in "them" or "thin", but two separate sounds. The first four letters of the word are run together in something like a sneezing sound, "K't'hoo-lhoo".
According to H. P. Lovecraft:
"The actual sound - as nearly as human organs could imitate it or human letters record it - may be taken as something like Khlul'-hloo, with the first syllable pronounced gutturally and very thickly."
"The best approximation one can make is to grunt, bark, or cough the imperfectly formed syllables Cluh-Luh with the tip of the tongue firmly affixed to the roof of the mouth. That is, if one is a human being. Directions for other entities are naturally different."
From these quotes (taken from Lovecraft's letters), one might conclude that the second pronunciation mentioned above is the most correct of the three.
This book is a great place to start.
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