The Great God Pan is a fascinating story, for what it does and how it does it. Arthur Machen's novel predates H.P. Lovecraft, but so many aspects and themes are similar that I double checked to confirm he wasn't just writing a Lovecraft pastiche. I would guess there are a number of papers and theses on how heavily H.P. must have been influenced by this story.
What's really neat about it though, is how it takes the notion of a character that most people are familiar with, picks up some of the characteristics people know, but ignore or gloss over, and create a great suspense or horror story from it. I've seen The Great God Pan cited by several authors as an influence (e.g. Stephen King), and I can see how inspirational it would be to an aspiring author looking for how to get some ideas.
My first exposure to the concept of Pan, or satyrs or fauns, is probably from the animated television series Hercules. The one with Newton, the centaur and Toot, the faun as Hercules' sidekicks. ("Hey Herc, Hey Herc! It's Daedeulus! It's Daedelus!" Said in a high pitched, Mickey Mouse type voice, I think you could understand why I wanted to name my younger brother Newton).
I liked reading about Greek mythology, and in most books there was page referring to the fun loving fauns and nymphs who played their pan flutes and danced around all day. Even as I got older, and got the sense that maybe there was an element of lust and self absorption associated with fauns and satyrs, they still seemed pretty innocuous, not particularly interesting compared to other mythological creatures, and Pan seemed mostly the musician for the dances.
Perhaps at some point I connected the concept of the pan flute to the Pied Piper, but not particularly directly.
Arthur Machen, in The Great God Pan takes that somewhat familiar concept, and imbues it with a sense of dread and horror. He refers to images and decorations that adorn an ancient house with the face of a satyr, and makes the reader recall that the Greeks and Romans worshipped many gods (pantheists, though he doesn't use the word in the novel, leaped to my mind), and had reasons for doing so. He forces the reader to think more closely on the meaning of a half human, bestial god that would be prayed to for debauchery and plays his flute to make human-like animals dance to his tune and finds the horror behind it, by slightly changing the lens through which we view familiar imagery.
Similarly, the concept of lust, particularly as one of the deadly sins, sometimes seems less objectionable to modern sensibilities. Seeing where (I thought) the story was going, I was prepared for some level of Victorian moralizing that desire for its own sake was wrong, or a Jane Eyre style cautionary tale about what happens when a person gives themselves over to their desires. There is a little of that. But Mr. Machen uses the element of the unknown to permit the reader to start to imagine, then shrink away from the precise element of the horror described, without filling it in. His description of the nature of the lust is telling, I think, in how he removes the element of passion, while tilting the perspective to make it seem, when imposed upon humanity, the work of a terrifying and cruel god. He describes the "furious lust, hate, loss of hope and horror" brought about by interaction with the ancient god.
It is written in the Victorian style, and with the element of placing the reader and narrator at a remove through letters and recordings, similar to Lovecraft, but also to Shelley and Stoker. It allows the reader to piece together some of the mystery themselves, and has greater impact for trusting the reader to that extent. It's a great horror novel, frightening, inspiring and timeless.
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