On the cusp between "first wave" and "second wave" of AD&D rule books, the first printings included the Cthulhu mythos, the Melnibonean mythos, and the Nehwon mythos, all of which had to be pulled from later printings because they ran into copyright issues. Of little use in "normal" gaming, the DDG gave game stats for each deity. Now gamers could answer such burning questions as "Can Nyarlathotep beat up Loki?"
DDG was a favorite volume of my AD&D collection, despite its relative uselessness. First, it helped establish culture in ways that other core reference works did not, with its comparative mythology approach. Second, I loved the art. I even made enlargements of some of the more outlandish deities (Yog-Sothoth springs to mind) and carefully colored them with magic marker, back when I had access to a photostatic camera.