I never had a sharp transition to rationality. I have been an "aspiring rationalist" for as long as I can remember. Though there were a few significant events, it was mostly just a gradual improvement.
Now that I think of it, my upbringing seems almost ideal for creating a rationalist. My dad is probably the most rational person I know, and although my mom is normally very rational, she would occasionally get upset about something and be extremely irrational. Not only was I raised by atypically rational people, but I also had practice dealing with irrationality. The fact that the only irrationality in my genes is intermittent (when emotional) and mild may have even acted as a "vaccine".
One of the driving forces for me to actively try to be rational (as opposed to just not letting myself be knowably stupid) was that I enjoyed being contrarian on issues where people cared and were wrong. It was enjoyable to find things that people get wound up about, think about them rationally and see what crazy sounding ideas come up (stuff like Robin's proposals for fixing health care).
Another driving force is that I hate to lose (being wrong), so that I made sure to express uncertainty when I wasn't certain, and changed my mind when necessary to stay on the "winning team". It was ok to be 75% sure of something and change your mind (hell, it should happen one time in four), but when one claims p ~=1, being wrong is an obvious failure of rationality. This helped me prevent wild overconfidence at the extremes of the scale.
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).