Everything you need to know is in this thread really.
I can give you simple themes and ideas.
The central thrust of the Cathartic Lobster and Coddowalshagoth in general is corruption. Any setting which involves one of the avatars should try to push your players towards darkness and immorality. Listen to the early episodes of the New World campaign and note Locke's behavior and way of speaking. Sexual themes are foremost and should border on the offensive. Whatever your group finds offensive, you should push to the edges of that and encourage them to do those things.
Other themes, established through the fan club primarily, are a deep pit and things rising out of it after sacrifics are thrown in. Modern rural areas, especially small towns which, in older days would be considered villages, are linked with the cults of Coddowalshagoth. Most recently we went through a minor conflict within the cult. A secret society fighting within itself and effecting the things around it as a result would be a proper expression.
Lobsters, of course, share the correct imagery. The flashy man in a suit who offers things for a price is also a good image. Creatures with hard outsides, most insects infact, work well. Your players should feel intruded upon, invaded. Crawl bugs across their skin. Have animals and creatures that want to be inside of them. Burrowing worms, those flies that lay eggs in open wounds, your players should feel violated by the things they face.
This sense of violation should be mental as well as physical and even when a character leaves they should feel dirty, like they can't fully escape from what they experienced and that they aren't carrying the corruption but that it has latched on, suffused them against their will. Hurt them.
Less common ones themes, but still effective, are those who are losing the fight against hopelessness and temptation. Father Cole is the icon for this, a man who has lost his faith and yet pushes ahead without real knowledge of why. An individual who has previously fallen to corruption and now pushes back against it with too much force while often recalling their former failing.
