If you haven't already seen The Cabin in the Woods, you ought to. I don't say it's a frightening movie, but it is a fun one, and if you have any interest in horror it ought to be on your list. I won't talk about its plot since that would constitute spoilers, but I will say that it involves sacrifice and odd beliefs, which - since the opening credits and trailers make the sacrifice theme pretty obvious - is a safe thing to say, if you haven't seen it yet.
I'm going to talk about odd beliefs in RPGs, using Trail of Cthulhu as an example system.
Most cults in Lovecraftian horror tales seem to worship the Old Ones just because the Gods are large and powerful. These cults often don't seem to have a long-term goal in mind, and you could be forgiven for thinking they exist only to supply flavor text, or to provide the Louisiana police a convenient target to hit.Yet real-world organizations with similar characteristics often have an understandable goal in mind. Jim Jones wanted to create a better world. Many people want to contact the extraterrestrial creatures they think inspire their religion. Some seek the Messiah, or the Truth; others hope for social or political change. Yet each has a goal, a stated purpose which can be explained in a rational manner. After all, cults wouldn't have much luck recruiting new members if they couldn't explain their objectives to outsiders.
Let's take a step back and consider what it means to live in a Trail of Cthulhu universe.
Well, for starters everything we are, or do, is influenced in some way by the Old Ones. Take Rough Magicks, for instance, and consider the potential sources of magic explained in the Which Magic? section. If magic comes from Dreaming, then all the humans on Earth - possibly other creatures too - contribute in some way to magic. Or perhaps humanity itself is a creation of the Old Ones, an accidental result of a technological malfunction. Or maybe blood really is the life - and so on, and on - but the point is that each of these solutions presupposes a radical reinterpretation of the physical world, on such a fundamental level that it would affect everyone's lives in ways we can't even begin to comprehend.
It would also fundamentally affect our belief systems. Say for the sake of discussion that one or more organizations - they might be religions, they might be groups more akin to the Illuminati - became aware that Cthulhu really did exist, and was sleeping at the bottom of the Pacific until the stars were right. That would be Thinking With Demons in a very literal sense; knowing what was out there, and possibly even working out what it might take to keep it there - or get it out - would become a major goal of that group. Perhaps there really would be a secret organization within, say, the Catholic Church dedicated to hunting down and destroying Mordiggan death cults, for fear that if they did not then ghouls would rise up and destroy humanity.
But that's at the macro level. Let's talk micro for a minute.
We all know about folklore, and its modern counterpart the urban legend. Both are forms of odd belief that most people know about and tend not to take too seriously ... at least, while the sun is shining. An hour after midnight, lost and alone, and suddenly a lot of things seem believable. But the point is that everyone knows those stories, and most of us can rattle off the more famous ones by heart.
It's reasonable to assume that, in a Trail of Cthulhu world, there are other urban legends that everyone knows, but which are specific to that reality. Urban legends about a man who walks out of your dreams one day and offers you a blessing, or about the woman whose blood talked to her, or about cats. This is where abilities like Anthropology, Oral History and so on can come in very useful, helping characters to identify these odd beliefs for what they are. Never cut yourself, or bleed, while walking through a graveyard, or the Resurrection Men will sniff you out. If you break a mirror, sweep up the remains without looking at them, because it's bad luck to look into a broken mirror ... you might see things you don't want to see. Never open a door without knocking at least twice; knock only once, or not at all, and you might find something nasty waiting for you on the other side.
Except that the difference between a legend and reality is that legends can't hurt you. Reality, on the other hand, can; and who knows but that Yog-Sothoth, the key and guardian of the gate, may wait behind each and every door, waiting for someone who forgets to knock ... or perhaps someone who knocks only once.