The Temple of Dagon

So, I've never really gotten into HP Lovecraft, but after learning a bit about his stories, I am intrigued. I tried to figure out how to start reading him, but unlike other authors, there doesnt seem to be a clear starting point.

I was hoping someone here could point me in the right direction. What book/story is best to start with? Are there any good anthologies of his work out there?

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