You need to get your mind out of the framework that there needs to be a twist, or suprise ending, Volls. It's more about the grammar and atmosphere than it is the actual events taking place. You're right that some of the surprises at the end of these stories are easy to guess, but it's not really about that. It's more about changing the way you percieve reality around you.

As I said before, Call of Cthulhu is my favorite of his works. The first paragraph is one of the most finely-written pieces of literature in history, in my opinion. Whisperer in Darkness and Haunter of the Dark both gave me the willies. That's a hefty number of pages you're planning on reading tonight. Hope you enjoy it!