I want to read H.P Lovecraft,but I don't know which book I should get first.can anyone recommend me some of his works?

If you want good stuff just get some collection. I love Shadows over Insmouth, Call of Cthulhu is epic. Depends on what are zou searching for mz favorite storz is about some german on submarine during Wold War.

I can't recommend a starting point, but if you've an e-reader, of any kind, you can get legal free access to all his works (or at least a good chunk of them) in text form here:
http://gutenberg.net.au/plusfifty-a-m.html#letterL

scroll down a bit to find his name and there is an "all texts" link - click and you'll be taken to a display with a contents and a long list of publications (I find breaking them into separate text documents the easiest way to manage them)

there is this site hppodcraft with great podcasts and reading of the stories thez also provide links to stories. Zou can get chronological order of his works.

Oh thanks for that link Vestin!

If you want to go with an actual book i would recommend the Necronomicon: The Best Weird Tales of H.P. Lovecraft.

It's not a complete collection of his work but definitely a good place to start. The book itself is beautiful, subtle gold engravings on a thick dark blue cover, definitely very suiting Mythos wise.

In adition to 35 stories (let me know if you can't find the stories listing and i'll get it for you) it has loads of amazing illustrations (which for me is what makes this one book an absolute must for any fan) and a very interesting 50 pages or so afterword. The book is around 900 pages in total.

HP Lovecraft Library of America

It has a good selection (though it doesn't have all his works, missing the Dream Cycle stories), with nice paper, beautiful hardcover, tough. Library of America makes some damn fine books. If you're looking for something with annotations than this should be right up your alley. It has a slightly different selection, not as well made as the Library of America book, but it has annotations and commentary.

There's also the smaller books, which is how I got into his work, published by Del Rey, I believe they're fairly cheap.

I would start with the short stories, like 'Facts Concerning the Late Arthur Jermyn and His Family'.

I got into his works through a "Complete Fiction" collection that Barnes and Noble published awhile back. Something like this: http://www.barnesandnoble.com/w/barnes-noble-leatherbound-classics-hp-lovecraft-h-p-lovecraft/1106658815

I would recommend chronological order for no real particular reason other than I think that's how the book I had was ordered. Though on second thought, I think it started with the short stories chronologically followed by the novels chronologically. Either way would be good, I think.

The link that Vestin posted looks great. I only use eReaders for public domain works, so that was very useful.

Coincidentally, I just got the "Arkham Horror" board game as an early present today. Looking forward to playing it once I've had the chance to read through/understand the rules.

Awesome game. Takes forever to set up though.

Yeah, I've only flipped through the rules... 14 steps to set up? That's crazy!
I've heard from several people that it's good, so I'm really looking forward to it.