Books

Mountains of Madness works better if you are already sort of "into" his mythos. Starting with shorter things and deciding if you like them is a good idea, and a lot of the themes in the longer works are easier to digest starting with shorter ones. That said, Lovecraft absolutely is not for everyone, so no reason at all to find that you're more turned off by his work. If you don't have the same sense of a vague fear of the unknown and unknowable, his "horror" will flop with you, and given how tremendously xenophobic he was, that might be a good sign for your personality.

I found a super cheap compendium of his works on amazon just scrolling through available titles with my Kindle a long time ago (I believe it's The Definitive HP Lovecraft by Halcyon if you go looking), and it does a good job of starting out with some shorter "easier" reads like The Nameless City and easing you into the longer bits. I like his longer works better simply because they have more to say, but I wouldn't start there.