Each Cthulhu game needs two types of players. Most take the part of characters who attempt to solve some mystery or to resolve some situation. (The rules call these characters "investigators" because that is what they do, not because they are professional investigators—player characters can have all kinds of occupations.) One player becomes the Keeper of Arcane Lore (or simply, the Keeper). He or she chooses the scenario or creates the plot, sets the stage, describes the scene, portrays the people whom the investigators meet, and helps resolve the action. Since the keeper must make extra preparation, players often rotate the duty of keeper.

The game is an evolving interaction between players (in the guise of characters unraveling a mystery) and the keeper, who presents the world in which the mystery occurs. Play is mostly talking: some situation or encounter is outlined, and then the players tell the keeper what they, in the guise of their investigators, intend to do. Using the rules to keep matters consistent and fair, the keeper then tells them if they can do what they proposed, and the steps they must follow. If the proposal is impossible, the keeper narrates what happens instead. Roll dice to resolve encounters. Dice keep everybody honest, add drama, and promote surprises, dismal defeats, and hair's breadth escapes.

The game rules make the game world understandable, define what can and cannot be done, and offer an objective determination of success and failure.