The Walker on the Winds is firmly associated with the Great North, particularly the wilds of Siberia and Canada. It is also associated with ice and cold, and its presence is accompanied by record low temperatures and fierce blizzards. Some legends say that it is trapped in the far north, which would explain its restrictions.
Ithaqua has been known to take individuals into the sky with it. Sometimes this results in death, and the corpse being dropped, frozen, from the sky. Other times the person has returned alive, though monstrously changed, both physically and mentally, and sensitive to any sort of heat. The few reported cases say that they have seen things in this world and beyond that drove them past sanity's outer limit.
Ithaqua is described as a great cloud as tall as the sky in the shape of a man, with gleaming red eyes.
There are cults of worshippers in the wild north, but it is only loosely organized. There have been towns that sacrifice strangers to this god, but it is unknown if they still exist in the present day.
Ithaqua is not just a god of mischief. He is a god of wreckage, or rumors, of chaos as destruction. He tears things apart, levels what has risen, scatters the broken. He is the centrifugal force of the universe, fighting gravity and all aspects of matter. He batters relentlessly, seeping through cracks in every barrier. He gets into more places than sunlight and moonlight combined. Even in darkness there is wind.
He is not Nyarlathotep writ small, or Hastur with an attitude problem. Nyarly is chaos as overmanaged complexity, chaos on the outside only, chaos growing out of the alien logic hidden within. Hastur is entropy, the chaos of dust and erosion, of things falling apart. He is cancer, he is dissolution, he is damage by an excess of sensitivity to the world.
Ithaqua is anger. Ithaqua is the shotgun blast. He is not a god to be worshipped by poets and inventors. He is a god of those with enemies for him to get rid of. He is not interested in subtlety, or growth, or tomorrow.
He is not the trickster in the Coyote mold. He is not trying to change things for the better. There is no secret moral to learn from him. He is spiteful. He is mean. He is Loki in his darkest aspect. Coyote was content in his role, but Loki always resented his. He was the one who caused Ragnarok, after all. He attacked those who treated him like a brother. Why? Because that's what he did. He destroyed. Like an earthquake, like a hurricane, like the wind, he keeps coming until there is nothing left.