Been interested with Lovecraftian Lore for a very long time, and I have yet to read any of the books. I'm not sure which title should I start first....any ideas?
You can pretty much read them in any order. I suggest The Dunwich Horror. It's written as more of a serial, and is a bit easier to read than some of the other stories. It will help get you used to the prose.
After that, I suggest The Colour Out of Space. That one is good and creepy and one of my favorites after The Dunwich Horror.
Dagon is a good one, but it can be a challenging read. It's short, though.
Call of Cthulhu is a classic. Definitely read that.
Pickman's Model was great, so add that one to your list. The Thing on the Doorstep was a good one. Cool Air and Herbert West: Reanimator are good non-Eldritch stories, along with The Beast in the Cave (written when Lovecraft was twelve or so).
That should get you started. I've yet to read The Haunter of the Dark, but it's a must for any Lovecraft reading list, same with At the Mountains of Madness. Shadow Over Innsmouth was okay, but it's not one of my favorites.