H. P. Lovecraft. What am I doing wrong?

My post is in no way a review of the works by Lovecraft because I’m obviously doing something wrong. A thing that major and important simply can’t be what I now perceive it to be – a product of breathtaking imagination trapped by pompous and unnecessarily entangled writing. So what am I doing wrong? Shall I read something else by Lovecraft first? What then?
Updated to add: got sent this as a reaction to my post. So far it’s the most entertaining thing I discovered about Lovecraft.
He was a neurotic man deeply damaged by his mentally ill parents, stilted in relationships (his marriage lasted six months), sickeningly racist and absurdly pretentious about his New England background. But there was always something about him that made me want to throw him over my shoulder and burp him, sort of. There is a biography of him by L. Sprague de Camp which might be on Kindle, not too dense, which makes for entertaining reading.

There was actually one short story that I enjoyed. The Beast in the Cave is written in quite the same style but it’s concise and the topic is thought-provoking.

I guess, I was supposed to get scared but I was born a century too late for that.
I love all things dark in literature. I like scary, and deep, and difficult. I am ok with slow reads. I like thinking, watching and trying to understand. That’s why I was sure I’d have a lasting relationship with the complete collection of works by H. P. Lovecraft (it shows
Updated. The awesome comment by sledpress:
[I’ve received an awesome comment from sledpress! It’s way more valuable and informative than my actual post. If you are here to explore the works of Lovecraft I suggest you scroll to the end to read her comment.]

There were legends of hidden lake unglimpsed by mortal sight, in which dwelt a huge, formless white polypous thing with luminous eyes; and squatters whispered that bat-winged devils flew up out of caverns in inner earth to worship it at midnight.
If you can get through “Unknown Kadath,” there is what amounts to a piece of fan fiction called “The Dream Quest of Vellitt Boe” which is a feminist excursion on his dream world. Delicious.”

A group called the HP Lovecraft Historical Society (HPLHS on Facebook) has made several retro-style films of the books, and their “Call of Cthulhu” in silent-film style, with captions, is delicious and catches both the horror and the corniness.
“It’s okay, babe. Even those of us who love HPL admit that he is pedantic, needlessly verbose, maudlin and overwritten. I came to Cthulhu and the rest at the age of ten, which made it easier to be scared by the scary parts. But he truly did not find a voice that wasn’t a parody of itself until late in life, and I think “The Shadow Out of Time” is the best thing he ever did stylistically. The early stuff, which is all full of fainting from fright and people going “aaaggh” and contrived Gothic, is just one of those acquired tastes, like really peaty whiskey (which I also love). And those of us who treasure cats can relate to the wonderful cats in “The Dream Quest of Unknown Kadath,” who in a subplot reveal an ability to leap to the Moon and back carrying a human with them, in sufficient numbers. (Lovecraft adored cats.)
I’m sure there are movies (and lots of other art too) based on these stories that are outstanding because the ideas are gripping, unique and haunting. But the stories themselves are unreadable! Whenever I tried to get remotely scared I got bored sooner.
I failed to like a few other stories that I tried. I thought I was looking at a wrong place so I went for something that I expected to be a major treat, The Call of Cthulhu … and failed to like it either! I couldn’t even finish it! In fact, it was worse than a simple DNF – I dropped the story and read the remains of the plot on Wikipedia! I was too interested in the events but couldn’t last through this tedious enumeration of verbs and nouns.