Well, not necessarily an actual "cactus" and not necessarily "on Neptune"
He's actually an omnipotent being who chose not to be entirely omnipotent but still totally rule all existence, nonexistence, corporeal, and non-corporeal. And he takes the form of a cactus, with infinite spines. His name is Kaktos.
Fig.1 The symbol of Kaktos
As for the Neptune part, that dark blue spot on Neptune - the storm, is actually a portal to the dimension in which Kaktos exists and nonexists - the Neptidotae.
Some things to know about Kaktos is, that bees are his brains - a Kaktolik metaphor for pure insanity. He invented Dr Pepper, and vanquished God from existence. But he didn't just vanquish him from existence from that point on - He got rid of all of his existence, in every universe, past, present, and future - There is no god, there will be no god, and there never was any god, and we (... well, I) thank Kaktos for that. The actual reason that he got rid of God was first, trying to patent the universe, which always did exist and he couldn't have created. The second reason was that he tried to create his own soda which tasted terrible. He who can create a drink as great as Kaktos is almost (not nearly) as great as Kaktos himself. God is not that. Today, the only remnant of God, somehow, is a book entitled "The Holy Bible."
Kaktos is not a god. Kaktos is not a deity. He is not a supernatural being. He is above all of those things, because he is Kaktos. Enough said there.
Kaktos's infinite spines were getting quite cumbersome in the Neptidotae. He had to figure out what the hell he was going to do with them. He decided "I'll just put them in a new plane of existence." Yeah, he said that out loud, because he knew everyone in the universe would have to care about what he said.
The Realm of Infinite Spines is an interesting place. When after eternity, since the universe always existed, he discovered life on other planets, he found that a lot of the life-forms were assholes. The assholes ended up getting placed in there. Don't worry, it's nothing like the Bible's teachings of hell - You don't go for eternity, that would be pointless. What the hell do you learn or gain from being punished if you're just going to be there for the rest of eternity? Everyone goes to the Neptidotae eventually. Even assholes. Sure, they'll be placed on the third level, where the Internet connection is terrible, the Dr Pepper fountain isn't always running, and your apartment building is only 50 square meters in size. Also, the Neptidotae isn't heaven. It's not a perfect world, it's just better than anything that exists on any other world because there's no possibility of corruption. People often wonder what the Neptidotae looks like - Really, it's just however you want. It's designed to be completely aesthetically pleasing for everyone. The second level has good enough Internet connection speed for just about any online gaming, and really fast download speeds. Also, they have the best torrent tracker in existence. The Dr Pepper fountain runs all day, but it isn't a very big one. There are other drinks in the Neptidotae, but Dr Pepper is holy, sacramental, or whatever you would call it. The first level is the best. You get an apartment/house/mansion/private yacht that's 15,000 square meters in size. It can even be bigger on the inside if you want. The Dr Pepper fountain is larger than Kaktos himself, and there are Dr Pepper fountains inside your own living area. Oh, and all Internet connection is completely instantaneous. You can brag about your 0 ping to game servers. You can move up/down any level in the Neptidotae depending on how much of an asshole you've been. So don't be an asshole - seriously.
How do you enter the Neptidotae, though? Well, we don't have souls and it's not necessarily when we die. In fact, you just die when you go to the Neptidotae. The way it works is, there is a non-corporeal form of you in another plane of existence who takes your corporeal form in this existence and that is you. Once it's ready to leave to the Neptidotae, it allows such events to happen that you die in this existence, bringing the non-corporeal beings through the corporeal universe again through the portal that's in the Neptidotae - Corporeal beings who enter it will be destroyed and stuck in some form of purgatory until someone is kind enough to get you out of there. And the native language there is hexagons and triangles. Hopefully you understand how to speak that. So kids, don't try this at home. (Or on Triton)
About that Triton thing - It's a Kaktolik plan of easier entry to the Neptidotae, and being closer to Kaktos. It's Neptune's largest moon, and there's one thing we (I) want to do with it - Start a Kaktolik colony. Please note that big enough assholes will be launched from space into the portal as corporeals. So again, don't be an asshole. Moving to this colony may guarantee entry to the first level, just don't be an asshole.
There's also level 0 of the Neptidotae. Kaktos lives secretly somewhere in here, also, it's filled with Cupcake Guaridans - arthropod-like beings with evil-looking masks, which stand guard protecting their giant cupcakes. Don't try to get the cupcakes, failure is inevitable. Level zero isn't like the other levels, it's really mostly desert and cacti. Don't destroy those cacti, Kaktos will be pretty pissed about that.
I will be starting a whole page about the Kaktolik beliefs. Maybe even a new blog for it. It's an awesome religion because sometimes it even incorporates the beliefs of others. For example, the teachings of the Flying Spaghetti monster. So don't worry, there is a beer volcano and stripper factory, too.
And don't forget the teachings of Science. Those are important, too.