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).
It was akrasia, Dostoyevsky, and the sacrament of confession that turned me into a rationalist. Seriously.
I became very religious as a teenager (for social reasons, as I'd later realize), and drifted more and more traditional and conservative (since I could see that liberal Christianity is generally logically incoherent). This drew me into theology (thus philosophy), so that I'd been exposed in college to all the arguments I needed to reject Christianity; I just refused to apply them, generally taking them one at a time and playing One Argument Against an Army.
What changed in grad school had to do with the internalization of the virtue of honesty. Because I had to confess my sins frequently, I became more and more aware of my rationalizations and self-deception (in areas of discipline and akrasia, not of course rationality). I took to heart what Dostoyevsky wrote in "The Brothers Karamazov":
Before long, though, the practice of listening for the signs of self-deception and rationalization had an unexpected consequence: my doubts of the faith, which I'd battled as a sin again and again, were growing worse as I recognized the bad arguments I was letting myself be satisfied with. It finally came to the point of recognizing that I was striving to rid myself of doubt when I thought I was striving to investigate it.
From there, it was a comparatively short leap to atheism and to a more consequentialist and physicalist reevaluation of my interpretation of the world. Nietzsche helped greatly, which is why it saddens me when he's dismissed for the wrong reasons (as invariably happens with people who've only heard of him, or only read short bits). But enough about that.
(I later got hooked on OB because the early posts rang very true to what I'd gone through, though I'd never expressed it as clearly as what I saw there.)
My point is that my birth as a rationalist isn't identical with my fall from religion; it merely caused it as a side effect. My real rationalist beginning was learning to doubt beliefs that felt like they needed no argument, because I'd realized that feelings of certainty arise for reasons besides entanglement with truth.