Call of Cthulhu is a roleplaying game set in the world of H.P. Lovecraft, an author who wrote horror fiction at the beginning of the 20th century.
In Call of Cthulhu you play the role of ordinary people faced with unexplained mysteries and horror. Player Characters are called investigators and they “travel to strange and dangerous places, uncover foul plots and stand against the terror of the night.”
Call of Cthulhu uses a simple game mechanic using percentile dice (it is in the Basic Role-Playing, or BRP, family of games). It was first published in 1981 by Chaosium. The latest edition, the 7th, was published in 2014.
If you want to learn more about Call of Cthulhu you can watch a wonderful 9-part video series by Seth Skorkowsky. It explains the many aspects of the game. Seth Skorkowsky does many reviews and helpful videos in a very fun way, including posing as hilarious NPCs. I highly recommend checking his Youtube channel.
To get started with Call of Cthulhu, probably the best is the Call of Cthulhu Starter Set, which includes a printed version of the solo adventure mentioned above, along with the quick start rules and 3 scenarios designed to get you up to speed running a game. The first one is for a single player, and the other two are for more people. So, basically you start by yourself with the solo adventure, then you GM for a single player, then move to more players.