While re-reading a Lovecraft's anthology, I found out some things that bothered me.
First of all, Hastur is referred as "Him who Is not to be Named", right ? But why this name in particular ? Is it explained somewhere, maybe by another author ? And what happens if you still call him ?
I'd like (if possible) the title of the stories where those points are explained.
First of all, Hastur is referred as "Him who Is not to be Named", right ? But why this name in particular ? Is it explained somewhere, maybe by another author ?
If by "another author" you mean another author besides Lovecraft, note that Lovecraft himself never identified "Him Who is not to be Named" with Hastur. In The Whisperer in Darkness, Lovecraft has the narrator read a letter which mentions various mysterious and mythological entities, including Hastur (a name that originally appeared in an Ambrose Bierce story according to the Hastur wikipedia page--Lovecraft liked to hint that his mythology was connected to that of other authors of "weird fiction" that he admired or was friends with, so he would often include names from other works). Here's the section, which I believe is the only mention of Hastur in any of Lovecraft's works:
From the pictures I turned to the bulky, closely-written letter itself; and for the next three hours was immersed in a gulf of unutterable horror. Where Akeley had given only outlines before, he now entered into minute details; presenting long transcripts of words overheard in the woods at night, long accounts of monstrous pinkish forms spied in thickets at twilight on the hills, and a terrible cosmic narrative derived from the application of profound and varied scholarship to the endless bygone discourses of the mad self-styled spy who had killed himself. I found myself faced by names and terms that I had heard elsewhere in the most hideous of connections - Yuggoth, Great Cthulhu, Tsathoggua, YogSothoth, R'lyeh, Nyarlathotep, Azathoth, Hastur, Yian, Leng, the Lake of Hali, Bethmoora, the Yellow Sign, L'mur-Kathulos, Bran, and the Magnum Innominandum - and was drawn back through nameless aeons and inconceivable dimensions to worlds of elder, outer entity at which the crazed author of the Necronomicon had only guessed in the vaguest way.
Then shortly after, he has the narrator listen to a recording of a ritual performed by a cult of the Mi-Go in the forest, and a cultist mentions "Him Who is not to be Named":
(A Cultivated Male Human Voice) ...is the Lord of the Wood, even to... and the gifts of the men of Leng... so from the wells of night to the gulfs of space, and from the gulfs of space to the wells of night, ever the praises of Great Cthulhu, of Tsathoggua, and of Him Who is not to be Named. Ever Their praises, and abundance to the Black Goat of the Woods. Ia! Shub-Niggurath! The Goat with a Thousand Young!
So there's no suggestion of a connection between the two in Lovecraft's story. Later August Derleth would identify them in his own Cthulhu Mythos stories after Lovecraft's death, I think the first one where he did this was his 1939 story "The Return of Hastur" (which can be found in the book "The Hastur Cycle") in which a character concludes:
Coming upon this communication from the priest in Tibet in the light of these things, surely one fact must come clearly forth: Haddon, surely, beyond the shadow of a doubt, He Who is not to be Named can be none other than Hastur the Unspeakable!
Derleth is a bit of a controversial figure with Lovecraft fans because he often misleadingly credited his stories as "collaborations" between Lovecraft and himself, based on the fact that he took inspiration from a one-or-two sentence idea he found jotted down in Lovecraft's notebooks. And his stories pretty strongly changed the nature of the whole Mythos, turning it into a struggle between the "good" Elder Gods and the "evil" Great Old Ones, whereas Lovecraft's stories never suggested any sort of good vs. evil struggle (or any clear Elder God/Great Old One division among the beings he wrote about), see the Cthulhu Mythos wikipedia page for some discussion.
Hastur is a stolen entity, and was originally a fairly benign god for shepherds created by Ambrose Bierce. About the only place that Hastur gets mentioned in Lovecraft is in The Whisperer in Darkness:
There is a whole secret cult of evil men (a man of your mystical erudition will understand me when I link them with Hastur and the Yellow Sign) devoted to the purpose of tracking them down and injuring them on behalf of the monstrous powers from other dimensions.
Somewhere along the line, he was known to show up (usually in a bad mood) whenever anyone said his name. This is evidenced by these two links I found:
He Who Must Not Be Named - This one suggests dire consequences for Hastur showing up
The Fairfield Project - This page cites the Delta Green game series that suggests that Hastur is an amorphous force that infects people's minds with ideas.
In Dungeons and Dragons, Hastur was an imprisoned god, and if his name was spoken there was a 25% chance he would send minions to kill the adventurers, and if the minions were defeated, another 25% chance Hastur himself would show up.
The Temple of Dagon - This page dedicated to HPL's works claims that this (The D&D reference) is the first time dire consequences came about from saying the name, and points out that many times in the books Hastur's name is said without consequences. This would be in the 1977-1980 time frame for the first publication of the Monster's Manual.
The first mention that I could find of the "Who must not be named" was when August Derleth (Publisher of Lovecraft) started writing in the Cthulhu Mythos, and adopted it as the actual name of the King in Yellow (First conceived by Robert Chambers) and also adopted the "Who can't be named" sobriquet.
While I can't find any specific mention other than the provided links, it is possible that the dire consequences are typical of the summoned persona genre and assumed, much like the Candyman in the mirror myth.
This answer has nothing to do with the mythos, but here it is anyway. In many religions throughout the world there are deities who will show up at the mere mention of their name. This can be dangerous depending on the deity's character. They are often refered to by other names in everyday conversation. However, when they are to be summoned and all of the preparations are made to receive them, their proper name is used.
