Before the ages of man, the universe was ruled by a race of ancient demonic gods known as "The Great Old Ones". Due to a conflict aeons ago, all of these beings are imprisoned far away where no man as ever set foot.
Azathoth, The Daemon Sultan, is the ruler and possibly creator of all existence.
It resides outside of the universe, sedated by the eternal sound of pipes and drums. Despite that, it has a will of it's own, and issues commands to Nyarlathotep.
Nyarlathotep. The Crawling Chaos, is an Outer God who isn't exiled nor imprisoned.
He walks the earth hidden among the humans, spreading madness. Apart from serving cults of the Outer Gods, he fulfills the wishes of Azathoth, whom he serves.
Yog-Sothoth, The Lurker at the Threshold, is an Outer God, and the offspring of the Nameless Mist.
It is heavily implied, if not outright states, that Yog-Sothoth is omniscient, and is locked outside the universe, meaning he knows and can see all of space-time all at once, that there is no secret hidden from Yog-Sothoth.
Shub-Niggurath, The Black Goat of the Woods with a Thousand Young, is an Outer God in the pantheon.
She is a perverse fertility deity, said to appear as an enormous cloudy mass which extrudes black tentacles, slime-dripping mouths, and short writhing goat legs. Small creatures are continually spat forth by the monstrosity, which are reconsumed or escape.
Cthulhu is a Great Old One, trapped in a endless sleep underneath the sea in the city R'lyeh.
He has the head of a octopus, and a scaly body with wings on his back. His state of endless sleep comes from a war against the Elder Beings, which ended with R'lyeh sinking into the bottom of the sea. One day he will rise to rule over the earth.
Hastur, The Unspeakable, is a Great Old One and Cthulhu's half-brother.
Not much is known about Hastur, but he is known to take the form of a King in yellow robes, wearing a mask. Like most Great Old Ones, he is capable of taking any form he desires.
J'zahar, Gatekeeper of The Abyss, is the bastard offspring of Hastur.
Having a desire for power, and not wanting exile to the stars, J'zahar reached out beyong time and space to achieve his feedom. The results were similar powers to that of Yog-Sothoth, and the punishment of eternally guarding his imprisoned fellow deities.