What's great about the Cthulhu Mythos is that inherently, both in game terms and the reality of what's written by real authors, it's impossible to nail down 'canon'.
As a designer for Sandy Petersen's Cthulhu Mythos for Pathfinder, that fact alone made me make a sanity check. I wanted to make sure our designs were 'canon' and "actually like it is in the book". While we've achieved this for many of the creatures in HP Lovecraft's works, to do it for everything imagined that's now "in" the Cthulhu Mythos is impossible.
For example let's look at some of the well known Canon creatures. Dark Young, Hunting Horrors, Dimensional Shamblers, Star Vampires, and Servitors of the Outer Gods. All of those were actually developed by Sandy Petersen when he wrote Call of Cthulhu RPG.
Even the use of the common terms for the clear categories of Lovecraftian entities such as Great Old Ones, Outer Gods, Elder Gods, and Great One are also creations of Sandy Petersen's that are now the commonplace way to categorize the awesome monstrosities found in the mythos.
In recently chatting with Paizo's creative director James Jacobs (who were delighted is working with Sandy and the team here at Petersen Games on Sandy Petersen's Cthulhu Mythos for Pathfinder) he pointed out how great it is that different interpretations in game mechanics can be expressed with creatures in the Mythos.
At the risk of sounding like a commercial, that's why the Petersen Games Cthulhu Mythos book includes all of the Paizo's stats for creatures and Petersen Games stats for the same creatures so GM can choose which works best for them.
James is right on the money on this. The Cthulhu Mythos's 'canon' gives the GM the most flexibility possible of any mythology.
Have fun and stay sane.