To break up the awkward silence at the start of a recent Overcoming Bias meetup, I asked everyone present to tell their rationalist origin story - a key event or fact that played a role in their first beginning to aspire to rationality. This worked surprisingly well (and I would recommend it for future meetups).
I think I've already told enough of my own origin story on Overcoming Bias: how I was digging in my parents' yard as a kid and found a tarnished silver amulet inscribed with Bayes's Theorem, and how I wore it to bed that night and dreamed of a woman in white, holding an ancient leather-bound book called Judgment Under Uncertainty: Heuristics and Biases (eds. D. Kahneman, P. Slovic, and A. Tversky, 1982)... but there's no need to go into that again.
So, seriously... how did you originally go down that road?
Added: For some odd reason, many of the commenters here seem to have had a single experience in common - namely, at some point, encountering Overcoming Bias... But I'm especially interested in what it takes to get the transition started - crossing the first divide. This would be very valuable knowledge if it can be generalized. If that did happen at OB, please try to specify what was the crucial "Aha!" insight (down to the specific post if possible).
I had a broad interest in science and philosophy as an adolescent, but the first issue I really had to confront was religion. My parents are Mormon, and the town I grew up in predominantly LDS, so I felt an enormous pressure against expressing the most basic doubts. It took a significant amount of research before I felt confident leaving my religion behind. Once I had broken the initial barrier, my mind was made up quickly, but I wanted to form an airtight case I thought should convince anyone. The friction this generated between myself and my family, girlfriend, and friends felt almost unbearable at the time, but now I feel much more resilient against social pressure.
Carl Sagan's The Demon-Haunted World was my first exposure to traditional rationality. I took this book to heart as a teen. I progressed through some of the standard canon of Plato, Aristotle, Descartes, Locke, Hume, Rand, Shermer, Dawkins, Hofstadter, and Dennett. I discovered transhumanism through Anders Sandberg's site, which helped me flesh out some of the ideals I picked up in science fiction. I think I came upon Overcoming Bias soon after it formed through Tyler Cowen or Bryan Caplan and their enthusiastic praise of Robin. I've been a daily reader since then.
As far as recent influences, Eliezer has been by far the single strongest shaper of my beliefs. Jaynes, Gary Drescher's Good and Real, and Keith Stanovich's The Robot's Rebellion have also been major contributors over the past couple months. I'm becoming more aware of my biases and still acquiring new insights daily.
Addendum: The posts that first brought me to OB were We Can't Foresee to Disagree and The Modesty Argument. The article that really clarified the distinction between Bayesian and traditional rationality was A Technical Explanation.