I can't really say what defining moments could be considered my rationalist origin story. However, I can speak of my brief foray into the world of woo, and how the first virtue both endangered me and gave me a savings throw.
Back in high school, I was on the tail end of being a theist, having grown quite bored with Confirmation Classes. I saw little value in memorizing the order of the books of the bible, and was desperate to hear something more than the half-dozen stories they told week after week. In those days, I also felt like a budding renaissance scientist, since I had an unquenchable thirst for science and had gotten quite good at guessing the teacher's password. I thought that was real knowledge at the time. Consequently, it wasn't a big leap to go from absorbing authoritative claims in Popular Science Magazine to reading about how the Grey Aliens are most certainly kidnapping defenseless farmers and experimenting on them. From reading biographies of Abe Lincoln or 60s books on black holes to reading about people's auras and ghost hauntings.
I quickly absorbed as much information about those mystical subjects as I had learned about science (we aren't talking quality of data, just number of bits), and it soon felt like I had a master's level grasp of the topics. And yet I could not see auras, just afterimages. I could not contact or gain any knowledge of ghosts. I imitated my mother's tarot reading with a deck of playing cards, and crucially, I noted all the claims that turned out false (almost all) along with the ones that turned out true (not many). Even when I guessed rightly in a seemingly spectacular way, it still just felt like guessing. And so my first step away from the brink of madness came as my curiosity drifted away from these now boring matters and back to science and mathematics, which were surprisingly good at holding surprises no matter how much I learned about them. One could say that my curiosity stopped being interested in curiosity stoppers.
I have since worried many times about how different my life might have been if I stayed in lala land, or if the pendulum reversed course and I went back to it. I now think that this concern is a waste of effort, since mysticism holds no mystery like reality does. Even if all that mystery is just map-territory confusion.
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).