The deity from Lovecraftian mythos, Nyarlathotep, has come to Mahiro in the form of a young girl. She explains that the Lovecraftian deities are actually aliens, and that Mahiro is being targeted to be taken and sold by aliens. Nyaruko moves in with him, along with Cthugha and Hastur (other deities) and the group lives together in not-quite-harmony.

(Source: MangaHelpers)