The next story will be one of the major authors of the era, and in the Mythos. This story is a bit odd, and will take your Mythos reading to a completely different era.
Clark Ashton Smith wrote fantasy stories set in the future or past of Earth. He's known for the many worlds he created and wrote stories in. The story we are reading is The Tale of Satampra Zeiros.
This was an attempt to channel Lord Dunsany's stories - HP Lovecraft loved it, and praised CAS's story. He also takes an element from the story and adds it to his own - Tsathoggua.
Tsathoggua is introduced in this story, so this is an essential Gen 1 story. It's also the first of the stories set in Hyperborea, a long lost age of man thousands of years ago, before the last Ice Age. Look for CAS's trademark dark humor here.
You can find it, for free, online here:
The Tale of Satampra Zeiros by Clark Ashton Smith
A lot of Gen 1 writers are writing things in the past and bring those elements into their age. We'll see it with the next writer on our list, Robert E Howard. We'll check out another story or two of CAS before moving to REH, or as Lovecraft called him, Two Gun Bob.
It clocks in at a mighty 12 pages in my anthology, so it's not going to keep you up all night or anything.