In Seattle.
Given the climate, it is obvious in hindsight that He would have chosen Cascadia to begin His invasion of the land. We have all had to grow gills to adapt to this environment, so for Great Cthulhu, mightiest of the Great Old Ones, it would have been mere child’s play to pick a garage for rent off Craigslist, do the Paypal conversion of R’lyehian bhkatii to Yankee greenbacks and email six month’s rent in advance, then move in under cover of darkness.
hat tip to Judy for passing on the eyewitness account and photographic proof.
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This is a 
raincoaster 