Oddly enough, politics was the catalyst for me.
I grew up in a very religious, very conservative Mormon family. From my father I acquired the attitude that there are few things more shameful than dishonesty. From reading science fiction, particularly Asimov and Heinlein, and reading science books, I acquired the ideal of intellectual honesty. My father had very strong religious and political opinions that brooked no dissent. In attempting to formulate a consistent political philosophy of my own, I found my opinions diverging from his, but I lacked the courage to openly contradict him. After I had been away from home for several years, in my early twenties, I went through a period where I made a serious effort to root out any inconsistencies in my political philosophy and just honestly follow the consequences of my principles wherever they led. I ended up a libertarian anarchist.
I didn't know it at the time, but that was the beginning of the end for my religious beliefs. Intellectual honesty had long been an ideal for me; now it was an important part of my self-image. I found that I could no longer ignore the special pleading I engaged in when it came to my religious beliefs. If I applied to my religious beliefs the same standards I used to evaluate non-religious claims, they started to look pretty shaky. But everyone in my family and everyone in my social circle was Mormon. I had spent a year and a half as a missionary for the Mormon church. My wife was a devout Mormon. I had just started my graduate studies at BYU, a university owned by the Mormon church.
And my father reserved his most vociferous condemnation for "apostates".
The critical point came when I was 28, during an interview with my bishop for a temple recommended. One of the questions he asked was, "Do you believe in God the Father, and in his son Jesus Christ, and in the Holy Ghost?" I realized that, in fact, I did not, and my upbringing did not allow me to lie about it. I went home without a temple recommend... and then had to explain to my wife why.
Everything else since then has just been filling in the details.
You see, there's always that thing about religion... I just can't get how people can be honestly religious. There's the part of brain honestly believing in a dragon in the garage - and there's the part of brain having a perfectly good model of nonexistence of the dragon. And they honestly don't collide. It's easy for people who honestly can't see they are being dishonest to very strongly promote honesty; this sometimes works as it should, pushing away those who do understand they need to reconcile their beliefs with each other to be 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).