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Cthulhu's not a god. It's more of a cosmic horror which mankind's tiny human brains cannot grasp.
Now Azathoth on the other hand is definitely god material.

While on the subject, here's a new category for you:

Cosmic Horrors:
Tulzscha
Nyarlathotep
Cthulhu
Shub-Niggurath
Yog Sothoth
Hastur
Inpesca
Ithaqua
Juk-Shabb

EDIT: Nevermind, all of Lovecraft's little children are copyrighted, thus you should probably remove Cthulhu all together.

Cthulhu is in game, confirmed. I said deities, not gods - cosmic horrors qualify as a deity, or being which exists outside the bounds of the normal world. However, the rest are a bit obscure, so I'll probably exclude them from the list. I don't really want to make an entire section just for Lovecraftians.