(Based on info from The Digital Dungeonmaster's page-through video)
Ravenloft is famed mostly for its Gothic horror elements, but it, and D&D, has always had other genres of horror at work. Cosmic horror as a genre is one that deals in ambiguities. While I think it's closer kin to science fiction than fantasy (though I'd argue that both exist on a continuous spectrum of speculative fiction) in a lot of ways, cosmic horror is the horror of watching the rationalities of sci-fi collapse into the superstitious awe of fantasy. D&D's cosmology is one of balance, where good doesn't always prevail against evil, but the two are at least symmetrical enough that we generally assume that the overall order of the universe will remain intact.
Devils and demons are beings of pure evil, but the very fact that they exist in that framework sort of necessitates opposite numbers, with angels and other celestial beings representing good.
Cosmic Horror is about taking those understood models and suggesting they're wrong, or at the best myopic.
In my apartment, we have three cats. The cats are lovely and adorable, and show genuine affection toward us. Psychologically, the prevailing theory on cat psychology is that pets like dogs and cats don't really understand us as being different species. Our cats see us as just big cats, part of the same family, and relate to us in a similar way that a kitten would to their parent.
We humans, of course, understand that we're a totally different species separated by millions of years of evolution, but there's enough common heritage that we can relate to cats and dogs, and can assume we have at least similar if not quite the same types of emotions and feelings toward others. Our cats know us to be affectionate, to keep them safe from dangers, and to give them food, and to comfort them with pets and hold them if they're scared. And to us, cats are similar enough for us to feel empathy toward them, to appreciate them as sources of companionship and comfort as well.
Humans are clever, and we can study other animals enough to simulate some kind of behavior that will put other animals at ease. But there are some ways that we behave that's pretty odd and even terrifying from an evolutionary perspective. For example, the pets we love, we sterilize, cutting them out of the evolutionary process. This is done for the individual's own good in part - we don't want to burden our pets with parenthood - as well as an attempt to control the population of a species that, through its proximity to humanity, has over-succeeded, becoming an invasive species.
But given our mastery over our particular Kingdom in the tree of life, cosmic horror introduces a troubling notion: what if our mastery over animals on Earth is only as impressive as ants' ability to cultivate and farm aphids?
And what if, just as our cats think that we're just big cats who take care of them, we humans have, amidst us, creatures that seem totally human to us but are actually something far more intelligent, sophisticated, and potentially dangerous. After all, not all humans are so kind and empathetic toward other animals.
The Lesser Star Spawn emissary in Van Richten's Guide is a medium aberration that can take on the form of a beast or humanoid. But beneath this form, there's a horrifying monster that can devastate mere mortals, a CR 19 creature with a boatload of hit points, and myriad ways to inflict psychic damage and terrify a party of adventurers.
Worse still, the Lesser and Greater Star Spawn Emissaries are not really two separate monsters. As soon as a Lesser emissary is killed, it immediately regenerates into a Greater Star Spawn Emissary. This thing is CR 21, and is Huge in size, and has now cast away any pretenses, becoming a 25-ft tall mass of flesh and teeth, along with elements of its previous disguises.
Worst of all is that both of these forms are not even the real monster. Both are simply projections of something far too vast, alien, and distant to be represented in a stat block. They're described as "fingers" of some vast being that poke into our world (well, or the world of Ravenloft.)
In Lovecraft's mythos, most of the "Outer Gods" are totally incomprehensible and far as one can get from human-like. But I think the coolest and creepiest of his creations, at least on a conceptual level, is Nyarlathotep. Nyarlathotep is sort of a god, but also serves as the "soul" of the Outer Gods, a kind of alien nexus of consciousness or something. Unlike most of Lovecraft's monsters, Nyarlathotep sometimes appears as a human man, and can meet with characters and talk to them. Yes, he tends to be somewhat menacing (and naturally racist old Howard Phillip indulges in all manner of exoticism, always depicting Nyarlathotep as being either swarthy or midnight black - as always you have to read Lovecraft's work with a giant boulder of rock salt) but his intentions are not always obviously malevolent (even if he's one of the few eldritch abominations in Lovecraft's work that seems to care enough about humanity to wish us harm).
So, here's how I'd use these Star Spawn emissaries. I would introduce one as an NPC. They might have an air of mystery about them, some charming, sophisticated individual, but this alien being is smart enough (their lowest mental stat is Wisdom, which is at 20) to know not to raise any red flags if it would make things harder for them (though that is a big if). I might even have them act as a friendly, if odd, NPC.
But a being like this is unlikely to be doing anything benevolent. The key is that what they intend to do could A: be one step in a million-year-long plan and B: its effects might be hard to understand. You could have a being like this trying to change the color of the moon by an imperceptible amount because of something that needs to happen for them in a billion years.
But it might also be something that will happen more immediately, and that might be something a whole lot worse.
Krakens are not aberrations, and as a mythological creature, they predate what we'd call cosmic horror, but in many ways, they fit the bill to a T: a profoundly ancient creature from before the humanoid races existed whose arrival would spell disaster to just about anyone. Frankly, give a Kraken a fly speed and you've more or less got Cthulhu.
It might be that a Lesser Star Spawn emissary is trying to break some ancient seals that keep a Kraken bound in the bottom of the ocean.
On the other hand, a Star Spawn Emissary could represent what TV Tropes calls a "Greater Scope Villain." One of the scary concepts in cosmic horror is that even the most terrifying monsters that the characters face are, themselves, woefully underpowered compared to something else. You could have a campaign in which the party faces off against some terrible power like a hive of Mind Flayers, only for the Mind Flayers to be terrified of one of these - and the thing for which it is an emissary.
In fact, this was done very well in Campaign Two of Critical Role.
SPOILERS FOR CRITICAL ROLE CAMPAIGN TWO:
During an adventure in which Jester, the tiefling trickster cleric, wanted to hold a big convention for her god, who is actually a mischievous archfey who had been her "imaginary friend" as a kid and she believed in him hard enough to make him into a sort of lesser deity, she and the rest of the party went to an island that they soon found was already under the control of a so-called god named Vokodo. In fact, Vokodo was a Morkoth - an aberrant creature who was also only just pretending to be a god. Vokodo was himself a pretty scary monster (as usual DM Matt Mercer buffed the stat block, I assume,) but when the party faced off against this alien menace, they discovered that it was only there in the first place after fleeing a horrifying living city adrift in the Astral Sea. It would be well after they dealt with Vokodo that they then discovered the ancient city of Aeor and a fallen comrade's connection to this nightmare city (which is where their adventures have actually taken them by this point in the campaign.)
I think you could use an emissary like this, especially in its "false ally" front, when introducing a greater threat while dealing with something lesser. A Beholder is a pretty big deal to most parties, but they might shrink in terror at what one of these represents.
And all the while, the party might assume that the emissary is just a powerful scholar of the paranormal and esoteric.
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