When I was in second grade, about seven years old, it was my turn to do a show-and-tell project, so I decided to bring a game I'd learned from a book that purported to be about geometry or math or something but seemed to mostly involve silly arguments between a talking turtle and a greek athlete. I assumed my fellow students would enjoy it, since the rules were relatively few and simple (compared to, say, spelling homework) and the victory conditions utterly unambiguous (compared to the bitter disputes of scoring in various playground activities). It seemed to relate to what we were learning, so the teacher might even approve further study.
I could hardly have been more wrong.
The rest of the class just stared blankly, and even the teacher didn't seem to get it. "But," she said, "You've got 'mu' right there at the start. Why don't you just cross out the rest?" I protested that such a move would be against the rules, but was unable to convey the underlying significance before show-and-tell time was determined to be over.
The book was Goedel, Escher, Bach by Douglas Hofstader. I figured that if the teacher couldn't begin make sense of it, none of the other kids were interested, and even my dad was baffled by some parts, I would have to press on alone and figure it out myself.
Of course, I was way out of my depth, and there's still quite a bit about recursion, intelligence, axiomatic systems and so on that I'm not sure I've got a good handle on. It's that basic attitude, 'the only thing I know is that I want to know everything,' and some other stuff derived from it, that keeps me honest.
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).