A number of Lovecraft stories have fictional dates. Those that have dates can be read in the order of their fictional dates.
I believe that the action in "The Dunwich Horror" and "The Whisperer in Darkness" partially overlaps, and Fritz Leiber, who called that fictional year (1928?) the "great year" of the mythos, speculated that the heroes of the 2 stories might have passed each other in the Arkham train station setting out on their travels.
Stories with Randolph Carter can be read in the order of his fictional biography if one can figure it out.
Here is a timeline of the Cthulhu Mythos, though it includes many events from many stories and the dates of the stories by Lovecraft aren't found until near the end:
Or they can be read in the order of first publication.
Here is one list.