Adventures in Theia
This list is by no means comprehensive of the kind of fantasy fiction I like to read, but this setting owes no small part to the following books and stories:
Clark Ashton Smith: The Eldritch Dark has his complete short stories in the public domain. Of particular interest are any of the stories set in Hyperborea and Zothique: Abominations of Yondo, The Seven Geases, The Coming of the White Worm, The Dark Eidolon, The Death of Malygris, The Door to Saturn, The Double Shadow, The Empire of the Necromancers, The Ice-Demon, The Last Hieroglyph, The Tale of Satampra Zeiros, The Testament of Athammaus, Ubbo-Sathla, The Weird of Avoosl Wuthoqquan.
Robert E. Howard: Everybody knows Conan, but in terms of the setting, I found the stories about Bran Makk Morn, and Kull more inspirational.
H.P. Lovecraft: I’m not as much of a Lovecraft fan as some, but his mythos that other weird fiction writers, like Howard and Smith also wrote stories therein, is important to the setting. The Gods of the Outer Dark are straight from Lovecraft. Some stories that are worth reading, regardless of a lack of direct connection to the setting: Call of Cthulhu, At the Mountains of Madness, and The Rats in the Walls.
Jack Vance: Chosen for his portrayal of decadent civilizations and the brooding sense of melancholy and a “world lost” rather than any overt copying. The Dying Earth, The Eyes of the Overworld, Cugel the Clever, Rhialto the Marvellous, Lyonesse
Micheal Moorcock: The Hyperboreans in Theia are a really mishmash of the Melniboneáns of the Elric stories, and Smith’s conception of Hyperborea. Moorcock’s Corum stories: “The Prince in the Scarlet Robe,” and "The Prince with the Silver Hand heavily influenced my conception of the Kelts.
Lord Dunsany: For sheer sense of wonder and capturing a sense of the fantastical read The King of Elfland’s Daughter. Another Dunsayny book, The Charwoman’s Shadow contains one of the most evocative descriptions of sorcery I have ever read.