One thing I want to do in my hypothetical upcoming DCC game is include lots of Mythos elements. I have all these cool figures from the Doom That Came to Atlantic City board game, and its a good way to make it weirder and different than normal D&D. Granted I won't be trying to play it as dark and horror-themed as a Lovecraft story, more like dabbling in it like a Conan or Fafhrd and the Grey Mouser story.
So I dug out my Cthulhu Dark Ages stuff (I got it online years ago before it was actually released as a book) and took some notes. Here's what I have:
The Otherworld is composed of the mists that reside between the spheres. Outside of normal reality disembodied spirits dwell, from ghosts to nature spirits to demons of ideas. Nothing there has material form, and isn't "real" in the sense we know it. Its a dreamland, a place of ideas and nightmares, not a parallel reality.
Ultimately the Otherworld is managed by Yog-Sothoth, but its ways are mysterious to mortals and it often has avatars like The Grey Wanderer. The Grey Wanderer is an Odin-like figure, patron of travellers, bards, and bandits alike. He can call wolf spirits to possess his followers, creating berserkers.
Elves are spirits from the Otherworld who have taken a material form to enter our realm (like the Fair Folk in Exalted). They have a dreamlike appearance and may manifest hints at their spiritual nature.
The Otherworld is ultimately a thing of Chaos, never a part of the material realm. It is a source of much magic.
Shub-Niggurath is a nature goddess. I really don't want this to be an "evil nature goddess" thing, but more like, "if you could grasp the totality of her you would go insane, just like any godly thing". She is the mother of orcs and goblins, as well as darker fae, slimes, and mutant plants and animals. Worshipped by Neutral Druids as a giver of life and death.
Cthulhu is an ancient enemy of man, so in a way comparable to Satan (the adversary). His cults will be standard "sacrifices and bonfires". He is connected to Deep Ones, which I've always wanted to highlight in a game. They're also comparable to Celtic fomorians, especially as presented in Slaine.
Dragons are cthulhu-spawn. Ancient beings, poisonous and hateful towards humans. I have 4 different green dragon figures I want to use as specific dragons in the setting. One will be named Corpsegrinder, because dragons are depicted as living underground and eating the dead.
Giants are "children of earth and sky", meaning part human and part supernatural. Every giant will have a connection to something more powerful. They used to be great in number, but are almost gone from the world now.
Nyarlathotep is the shapeshifting trickster god, like Loki. He sows chaos, begets monsters, and guides witches. He might be simply The Black Man.
Tsathogguah is another rare Mythos entity that seems to want to interact with mortals. He is patron to sorcerors, and if I use the Portal Under the Stairs intro adventure he will be the alien force that helped the ancient wizard.