If you are the narrator, anything you like is possible.
However, I would not beam a character from Cthulhu or the World of Darkness to Glorantha. You already have plenty of opportunity to confront a Gloranthan character with a completely strange and alien environment.
A. Begin the game before the adulthood initiation. All the player characters are children who have to learn about the world and the gods. They know only little and what they know is probably based on childish perception, prejudice and bed time stories. This is especially useful for players who are not familiar with Glorantha.
B. The characters are respected persons in their community, but they are being send away to unknown peoples and places to retrieve a magical artifact, kill a monster or act as ambassadors (e.g. the film the 13th warrior).
C. The characters are drawn to a strange place involuntarily. Maybe they are kidnapped, shipwrecked (e.g. the classical River of Cradles adventure) or magically teleported.
Whatever the case may be, Glorantha is so big, that the characters will feel like being a strange new world. The people they meet look differently, they speak different languages, their customs and virtues are totally strange, and even the gods are alien to them. Imagine a woman from Sartar ending up in Kresh, Kralorela or Slon. Can it get stranger than that?
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