The Million Favored Ones are a mysterious group of a 1,000,000 human-like beings that are said to be the spawns of one of the Outer Gods known as Nyarlathotep. They, like the many Nyarlathotep-based cults (both human and inhuman), worship Nyarlathotep and they kill in his name.
It is revealed that the Million Favored Ones are actually a unification of all the cults that worship and revere the Crawling Chaos, coming together as one society and proclaim themselves as the children of Nyarlathotep which is true. Very few of the cult members are humans while the vast majority are inhuman. Some cult members even consist of other creatures that are not related to Nyarlathotep but are affiliated with him through worship and praise.
It is also believed that the Four Horsemen of Nyarlthotep are actually part of this monstrous society given that they are creations of the Crawling Chaos. The Horsemen are regarded as among the strongest of the Favored Ones due to them being specifically chosen by Nyarlthotep himself to spread his chaos across the globe through the use of their terrible power.