I'm pleased to be asked for my $0.02 about writing cosmic horror, something I deeply love and try to practice as best I can.
For those who might be unfamiliar, cosmic horror is usually considered a sub-genre within horror that operates by emphasizing the randomness of the universe and the insignificance of humanity.
It is not the goriest horror, or the most suspenseful, or the most likely to occur on a dark and stormy night (though it can contain all of these elements, certainly). Instead, the scary part of a cosmic horror story generally occurs when the protagonist realizes something.
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As horror goes, this approach is subtle and extremely tricky. But, when done effectively, there's just no beating it.
Cosmic horror stories impart the sense that humans have been deeply wrong about something of central importance. They propose that what we find meaningful is, in fact, meaningless. . . and that what's actually meaningful and true is absolutely terrifying. Good cosmic horror makes readers feel bewildered, as though the ground beneath their feet has started shifting, and that nothing they know can ever be the same again.
If you'd like to try your hand at writing a cosmic horror story, here are some tips that I hope will speed you on your way!
1. Get beyond putting likable characters in danger (or likability at all)
Many horror tales operate by creating likable characters—to whom we can "totally relate"—and then placing them into danger. It's a tried and true formula. When we feel a protagonist is "just like us" we're more liable to care when they move into a haunted house, get stalked by a psychotic killer, or find themselves seduced by a handsome vampire. The tactic is extremely effective in a typical horror tale . . . but cosmic horror is anything but typical.
When you are writing cosmic horror, likeable characters are permissible, but not at all necessary. (As an aside, this is one reason why cosmic horror is so difficult to adapt for film and television. "What's the main character like? That doesn't matter. This story is not 'about' the main character.") So instead of working on making your protagonists likable, work on making them vehicles for discovery. They should be very keen observers—like the ambulatory "transparent eye-ball" of Ralph Waldo Emerson.
And what should these "eye-balls" see?
That they are deeply, deeply mistaken.
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2. Make sure your protagonists are WRONG about something BIG
Most horror tales involve a main character who is—at one juncture or another—mistaken about something.
"This military bunker is definitely zombie-proof."
"There's no reason to think that if you died in a dream, you'd die for real."
"Ghosts are imaginary; something humans believed in during more primitive, superstitious times. . .right?"
The protagonists in cosmic horror tales are likewise wrong . . . but they are wrong about things that are even bigger. Things that are immense. Titanic. And which will impact all of humanity.
This "profound wrongness" is the compelling part of the story.
In, say, a traditional horror tale, a likable, relatable archeologist—who is 100% confident that Egyptian mummies can't possibly be reanimated—might find herself trapped underneath a pyramid, running for her life from legions of the swaddled walking dead. (And as readers of traditional horror, we will be so relieved when she eventually makes it out alive!)
But in a cosmic horror tale, an archeologist might perhaps have a brush with otherworldly dangers beneath some pyramids, but in doing so would discover the brain-breaking truth that everything their field professes to know about Ancient Egypt is deeply incorrect . . . and that another, more sinister truth actually explains why corpses were wrapped and disemboweled, and why ancient engravings showed human bodies with animal heads. (H.P. Lovecraft's "Imprisoned with the Pharaohs" and Edgar Allan Poe's "Some Words with a Mummy" are both good examples.)
In cosmic horror, the more unsettling a discovery the protagonist can make—and the more extreme the paradigm shift they are forced to endure—the more effective the tale will be.
3. Remember that a satisfying ending and a "happy ending" are not the same thing
At the conclusion of some of the most celebrated works of cosmic horror, the main characters die. Or go insane. Or go insane and then die. Or walk the earth forevermore cursed with the foreknowledge of an impending disaster they can do nothing to prevent.
So it goes.
When you're first coming to cosmic horror—especially from non-horror genres—it may sometimes feel like you're "breaking the rules" when you end a story this way. It's okay to have that feeling. It is different. Cosmic horror is not like other genres, or even other horror.
But this also means that your readers aren't like other readers.
When you're working on a cosmic horror tale, keep in mind that the reader isn't hoping your protagonist will escape from the wolf man or the swamp creature and live happily ever after. Your reader has a different project entirely. They want to be shown something so startling and astonishing that it will change how they see the universe itself. (And as to your protagonist? He or she is, regrettably, just collateral damage.)
So if you're a writer who desperately needs a happy ending—or who doesn't see the point of telling a story if the ending isn't happy ("It's fiction, and you can have any ending you want . . . so why would you choose make it an upsetting one?!?!")—then, yes, this may not be the subgenre for you.
But if you are interested in summoning a terror infinitely more vast and devastating than what a typical horror story can comport, I encourage you to explore the cosmic horror tale, to plumb the darkest darkness possible, and to create your own circumstances in which madness and death are the only reasonable reactions to what the protagonist has learned.
But one (sinister) warning. . .
Once you get a taste for the "hard stuff," you may find that there's no going back. . . and that nothing else quite satisfies you after you've conjured the cosmic.