It doesn't have a name.
To speak of it is taboo.
It brings bad luck.
It brings Death.
To speak of it is to invite destruction upon your house and all you hold dear.
A myth says that if every time anyone speaks openly of 'That which has No Name', then They might hear & return to wreck more devestation upon the land.
(That's going the Lovecraft route by the way).
So, name it Cthulhu, Azatoth, Hastur, Dagon; Lots of Great Old ones to choose from.
And, if your players insist on delving deeper into the past.... You can break out those CoC Sanity rules!