“Lovecraft Country” wasted no time in showing where it’s headed. The HBO series set in 1954 started Sunday night with a face-off between a tentacled monster and Jackie Robinson in his Brooklyn Dodgers uniform and wielding a bat.

Though the scene from the first episode was just a dream in the mind of Atticus Freeman, a Korean War veteran dozing in the back of a segregated bus, it gave viewers an immediate glimpse of the world within the show, where supernatural horror meets real American history. For viewers, there are symbolic…