So I just purchased the base game and the Pharaoh expansion. I am wondering should I just play a few games with the core set or jump right in with the expansion as well. I have read a lot of H.P. Lovecraft's stories and can't wait it interact with them.

I humbly suggest you start with the base game. There's enough rules and strategy to learn and get used to before you add the expansions. Every expansion you play with usually adds new rules on top of the base game that you have to remember to apply as you go along. It will be much easier for you to get comfortable with the basics first, then when it starts to get too easy and you need a greater challenge, then add in the expansions.

Arkham is a wonderfully deep and rich game. Take your time and savor it.

Arkham is a complex game. Definitely play it without expansions first.

I used to say "Dark Pharaoh is okay to add straight away" but in the last few years it's been revised and is a bit more complicated.

Not to mention, you will appreciate the different theme when you start playing with Dark Pharaoh after having played a while with the base game first.

That is what I though. thanks for the great advice. It will save me some money so I don't have to go out and buy all the expansions at once.

Yep. Ideally, play until you've defeated at least once each of the AO coming with the core set; then add some stuff, and repeat. Not only to properly understand rules and strategy, but simply to enjoy the ride. Arkham is a lot more than a boardgame: it's a dive into a fantastic world that is worth exploring with calm.

And welcome to the Carnival