When I was a kid, I had an uncle who claimed he was able to use telekinesis to move glasses. Strangely, when I asked him to show us his talent, it was never the good time ("I'm too tired", "it's too dangerous"...). From then I started questionning every weird claims/beliefs.
Later, as a teenager, I understood that the most important thing to do was, well... doing as much good as possible in the world (quite obvious indeed, but not for kids, and not for most adults - just try to ask them what is the most important thing they can think of).
I then thought that an effective way to do good was to remove pain, and I became a transhumanist. The achievement of an AGI became my strongest wish. But since I'm neither a cognitive scientist nor a programmer, I chose to raise the public awareness by making a movie.
I've been on this project for several months now, this will be a kind of Permutation City but with REAL fun (needless to say I totally agree with Eliezer's latest posts about utopias). I don't know how long it will take to do it, or even if it will even be made, but I think it has a huge potential.
Ok, I haven't talked only about the origins, but, well, that's my rationalist story.
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).