Created by H.P Lovecraft in the short story "The Call of Cthulhu", this super-huge sea monster has since been used as another name for something that will probably rip your skull apart the way you'd take the lid off a yoghurt.
Since he was first mentioned in the short story bearing his name, he appears throughout what is imaginatvely called the Cthulhu Mythos. He is one of the Great Old Ones (pretty much a group of intergalactic monsters that are way more powerful than anyone can comprehend), and basically sees the whole human race as bugs.
Cthulu lives in the underwater city of R'lyeh, in the largest expanse of open water on the Earth. Presumably the only place he could fit. Seriously, have you seen this guy?
When "the stars are right" the city of R'lyeh moves to the surface and this is the cue for Cthulu to start on his rampage
There have been loads of spellings of his name, including Thu Thu which sounds like the author wasn't even making an effort. There's also a bit of confusion on the pronounciation. Lovecraft attempted to clear this up by clarifyig that it was pronounced Khlûl'-hloo, which seemed to cause more problems than it solved. Luckily, this video clears it up, somewhere around the middle:
But basically, just pronounce it ka-thoo-loo.
What's really unsettling is that Cthulhu isn't the most powerful of the superteam of cosmic monsters roaming the Earth. He also isn't their leader. That title goes to Azathoth, and he is made from your nightmares.
That's right, I said it.
In 1997, the U.S. National Oceanic and Atmospheric Administration (the USNOAA if you want another hard-to-pronounce word) recorded sounds that "matched the audio profile of a living creature" except the fact that there isn't actually a creature big enough to make that sound. Not even close.
On an even weirder note, the popularity of Cthulhu has caught on so much that some people, upon first hearing about him, believe him to be an actual deity, with an actual religion, and a one time actual cult.
There are people around the world who actually see Cthulu as a "great priest". There's actually a guy called Castro who was even arrested during one of the cult ceremonies. There are leaders in the mountains of China who are actually believed to be immortal.
According to Castro, the Great Old Ones had come from space to rule the world years and years ago. Something tells me they'd make light work of something like that.