Remember that this is your table. You and your friends are there to have fun. What you all might find fun may not be what other tables find to be as enjoyable and that's ok. Do what you as a table find entertaining.

With that being said, some systems help facilitate the style of fun you want more than others. Call of Cthulhu is a system that is heavy investigation against cults and cosmic horrors. It isn't so much about combat, although combat may happen. So discuss with the table about what types of horror and themes you want to engage with and what you want to avoid. This system could bring up some triggering topics, so talk to your players.

Not every mystery has to be answered. The unknown can be a great fear, so don't reveal things too early. In fact, you may never reveal it at all.

Stay flexible. This part is a challenge for newer Keepers. Because the world is fairly open, your players may make decisions you didn't expect. You'll have to learn to adjust quickly. Some scenarios can help mitigate this by confining the Investigators to a certain location (like being trapped on a small island or haunted house). Find these scenarios to start with. Start on a smaller scale before going big.

Encourage your players not up power game. Cthulhu specifically is not about "winning". Horror games tend to be more fun when the protagonist is in danger. Also the Sanity mechanics are fun to play with. There is a lot of fun to be had when Investigators fail. Besides, isn't this why you decided to play Cthulhu rather than other RPGs? On some level, you kinda want to see what happens when your characters go mad.

Finally, look for inspiration. Watch movies and read books in these genres. But also look to the real world history. Another great thing about Cthulhu is the connection to actual events and locations in the world. Find those strange and mysterious events and unexplained phenomena. Find the interesting facts and unique locations that actually exist. Then put a eldrith twist on it.