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Start by reading any Cthulhu Mythos book that you can get hold of.
Although there’s not much chance of getting access to a ‘Necronomicon’ or a ‘De Vermis Mysteriis’, you can occasionally find a used copy of something like the ‘Ponape Scripture’ (1907 edition) or ‘Cthulhu in the Necronomicon’ in one of the more exotic antiquarian bookshops off the Charing Cross Road.
Works such as this will provide a good grounding in the Mythos and may encourage you to advance in your attempts to worship the Great Old Ones and Outer Gods. However, they may also turn your mind and encourage you to do something less positive, such as eat your cat or gouge your own eyes out with a screwdriver.
Assuming that you wish to start worshipping Cthulhu, your next move should be to find a location close to the sea where you can establish your shrine.
If you can find a place close to a site of known Deep One activity then so much the better, as this species have been worshipping Cthulhu for millenia and may be able to assist you. The area around Walberswick and Southwold on the coast of Suffolk, close to the sunken town of Dunwich, would be a good choice. It is possible that other like-minded individuals might choose to move to such an area, so keep your eyes open for other eccentric types who might wander around the coast at night and gibber in strange languages, or who have the prominent eyes or webbed fingers indicating the Deep One taint caused by interbreeding with these creatures. Mind you, this is East Anglia, so not every web-handed gibbering idiot is necessarily a servant of Cthulhu.
Assuming that you’ve found a good location, you should attempt to conduct rituals to Cthulhu (as outlined in most good Mythos books). Although the exact form of these varies, you should be able to manage with about a dozen flickering black candles, a few blasphemous statues of Cthuloid entities, a set of ceremonial robes embroidered with strange symbols, a sacrificial dagger, and at least one human victim. How you get these together is your problem.
Having either made contact with the Deep Ones or communed with Cthulhu who may send his commands through evil dreams, you can get down to the business of becoming a true, hard-core, zero-SAN, cultist of Cthulhu.
Obviously there is a price to be paid for membership of this exclusive organisations. But, assuming you don’t mind spending the remainder of your life in thrall to mindless alien gods, permanently smelling of fish, gripped by catastrophic mental illness (and having to restrain yourself from shouting ‘Cthulhu fthagn!!’ at regular intervals) and with the risk that anti-Cthulhu vigilantes could arrive at any minute and slaughter you and everyone else in your cult with automatic weapons, it’s not that bad a choice.