Like a Close Encounter of the Third Kind

Σ1, Ε1: One night, Yasaka Mahiro finds himself under attack from a mysterious monster. In his moment of need, a silver-haired, green-eyed girl appears. "I'm the chaos that always crawls up to you with a smile, Nyarlathotep." Identifying herself as the deity from the Cthulu Mythos, she claims to have come to protect Mahiro. However, she tricks Mahiro into leaving his home, goes shopping at anime shops, and in general mixes business with her personal affairs. Meanwhile, they are assaulted by another mysterious monster. Why do these monsters keep attacking Mahiro?