First featured in the story by H. P. Lovecraft "The Call of Cthulhu" which was published in the American Weird Tales Magazine in 1928.
Considered a Great Old One within the pantheon of Lovecraftian cosmic entities, Cthulhu is depicted as a gigantic entity part octopus, part man, and part dragon, with webbed human-looking arms and legs with a pair of bat-like wings on its back and mass of tentacles surrounding his mouth.
Simply glancing upon the entity drives the viewer insane, a trait commonly shared by many of the Great Old Ones and Outer Gods of the the Lovecraftian pantheon known as Cthulhu Mythos.
His worshippers chant "Ph'nglui mglw'nafh Cthulhu R'lyeh wgah'nagl fhtagn" ("In his house at R'lyeh, dead Cthulhu waits dreaming.")
His worshippers chant:
Ph'nglui mglw'nafh Cthulhu R'lyeh wgah'nagl fhtagn or "translated" In his house at R'lyeh, dead Cthulhu waits dreaming.

Typically settled in Noir or Victorian setting; stories, games and imagery involving Cthulhu often include mad science mixed with occultism and dark archeology.
One can easily see how this creature quickly became symbol of horror steampunk.

For the end:
A short silent movie from 2005 "The Call of Cthulhu