Impending Death and Madness

Lovecraft's characters often meet an untimely end either via death, or worse, insanity. Likely conjuring images from his own father's demise, Lovecraft's stories tell us of our own fate: doom. Lovecraft didn't give his characters happy endings. Death was everywhere, madness always creeping in, and the protagonist would emerged changed, usually for the worse. We understand so little about Death, only that it is unpleasant and unyielding. Often personified, Death comes for us one day or the next. And yet we go on, pushing ourselves to make up some reason to live. In the Eldritch world, that perception is shattered by the vague monstrosities that stand in indifferent defiance of our quest. Monsters serve as a type of obstacle for the protagonist. Eldritch monsters, on the other hand, are apathetic to our existence. The same way we are detached from the insects we step on and the creatures we eat for our daily meals. 

In stories, men often sought out gods and knowledge for wisdom and understanding. Eldritch beings return questions with madness and insanity instead of enlightenment. We still know lite of the human mind and what cause it's maladies. This cold approach of eventual collapse is as cold as the space between the stars. It's indifferent to our wants and gains on us no matter how far we run. 

Death and madness is all that awaits Lovecraft's characters. It reflects our own world because our greatest fear has always been of the things we don't understand.