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All kinds of fiction are interesting to me; I don't have a clear favorite genre. I voted for fantasy because it had fewer votes.
Many people already know that my favorite writer is Howard Phillips Lovecraft.
He created his own world based on ours, with its own cities among the existing ones, its own books full of forbidden knowledge, and their authors – powerful and insane sorcerers. And, most importantly, it has its own structure, intelligent races, and gods. In his world, there are forces so powerful that they are beyond human comprehension, while humanity is just a small dot, a brief moment, an unsuccessful result of one of the races' experiments in breeding intelligent slaves.
Also, his stories and novellas are written in good language (although, some people find his descriptions too detailed and drawn out). They completely absorb your attention while reading, build up to a peak of tension on the last pages, and leave a strong aftertaste, a sense of the fullness of cosmic horror and the insignificance of people.
I don't know how to call his genre. His most ardent fans have even come up with a separate one – Lovecraftian horror, or supernatural horror, after his essay "Supernatural Horror in Literature."
He mainly wrote short stories, and there are a couple of novellas. I would recommend starting with: "Polaris," "The Cats of Ulthar," "The Call of Cthulhu," "Herbert West – Reanimator," "The Shadow Over Innsmouth," "The Colour Out of Space."
I'm not claiming to be completely objective.