I enjoyed the game. Are there any similar games? I mean in theme, dark, chilling, good story, not too hard, rather FPS. Thanks. :)

I want to say Bioshock, but they aren't really super similar. Both are very good games, however. :)

There isn't as much as you'd believe in terms of first-person Lovecraft-based games (which is a shame, really), so you'll necessarily have to take more or less of a leap.

The first thing that comes to mind is Condemned: Criminal Origins. It's set in modern times and the supernatural themes are nowhere near as in-your-face (in fact, for the better part of the game you will wonder whether you're in front of actual supernatural stuff or you're just witnessing the protagonist going mad), but as far as first-person horror games you can hardly do any better. It's one of the top-5 scariest games of all times, and the fact that the combat is 99% melee has you incredibly on edge at all times, and tension is a great ally to horror. Also the combat, while simplistic in purely mechanical terms, is visceral and rewarding as you wouldn't believe.

Other than that, Cryostasis also makes a very good job with the slow-paced first-person horror thing; it has an awesome setting (a nuclear icebreaker stranded in the North Pole), and can get really crazy at times; but then it's horribly unoptimized and it requires a monster of a PC to even get a half-decent framerate.

Finally, there's the massive combo of awesome that's the Penumbra trilogy and Amnesia: The Dark Descent. All of them are first-person, but there's hardly any combat in the former and none at all in the latter; but no self-respecting fan of the horror genre should go without playing them. It just doesn't get any scarier than these. I'm a gigantic fan of clever psychological horror (as opposed to cheap closet-monster boo! scares), and I couldn't stand Amnesia for more than a couple hours at a time --it really takes a toll on you.

Edit: If you don't mind outdated graphics (as in, a game based on the original Unreal engine), Clive Barker's Undying is also a very good horror game with some fairly decent shooting (which can be combined with a bunch of interesting magic powers) and lots of very well thought out set pieces. And it also has a bit of a Lovecraftian whiff to it. It does tend to get a bit over-the-top with the antagonists that often get all Freddy Kruegger-esque on you, but then they're all very interesting and charismatic, so it all works out quite fine in the end.

Try Realms of the Haunting!

Good idea. But it might be too retro.

Dead Island!

Uh... are the zombies in Dead Island spawned by some eldritch horror or I missed something?