I've been a fan of H. P. Lovecraft since I first started reading horror at the age of twelve and discovered HPL through "The Dunwich Horror" in an anthology. Like Arthur Machen's "The Great God Pan" (to which a character in the Lovecraft story alludes), it concerns a woman impregnated by a monstrous deity from another dimension—in the Machen story, through a mad scientist's experiment, and in the Lovecraft story, through a dark ritual. I'm totally out of sympathy with HPL's mechanistic-materialist world view, but I love the Cthulhu Mythos with its ancient lore, forbidden tomes, and tentacled monsters from outside our universe. (I've written an article about how Stephen King uses Lovecraftian motifs in the framework of a different philosophy in IT; the article, "The Turtle Can't Help Us," is archived on www.strangehorizons.com.)
It would take only a slight tilting of the viewpoint angle to change "The Dunwich Horror" from horror into a first contact story. Viewed objectively, what's so dreadful about mating with an intelligent entity of a different species? (Of course, this plot premise has roots in the early twentieth-century visceral horror of degeneration and miscegenation, a driving force behind the exclusionary, racist immigration laws of the time—sentiments shared by HPL—but that's a whole other topic.) Marion Zimmer Bradley was heard to say indignantly of half-human Wilbur Whateley in "The Dunwich Horror," "What's so terrifying about a poor deformed boy?" I've speculated about what sexual union with a Cthulhu Mythos entity would be like (perhaps analogous to a love affair with a deity in classical myth—Zeus visited his lovers in numerous nonhuman shapes) and how a half-human character fathered by such an entity would experience the world. My collection HEART'S DESIRES AND DARK EMBRACES (www.amberquill.com) includes a story in which the hero was fathered by an extradimensional entity but chooses his human side for love of the heroine. Currently I'm working on a novel about a woman whose little boy was begotten by a Lovecraftian "deity" possessing the body of the hero, her boyfriend.
The concept of a child's having two fathers, one of them not human, isn't completely outside the realm of SF plausibility. Look up "chimera" on the Internet, and you'll find that fusion of two zygotes within the womb to form a single organism can occur naturally, and fusion of the embryos of different animals has been done artificially. A Chinese experimenter actually created a hybrid rabbit-human embryo. (It wasn't allowed to grow, of course.) While this sort of experimentation has to proceed under stringent ethical limitations in the real world, imagine what a vast, amoral entity with superhuman intelligence could do along these lines.