For me it began as a bored student picking up a book on probability (specifically Randomness by Deborah Bennet) and discovering my understanding of probability was seriously wrong. Following that discovery and armed with my improved understanding I began to look at what other ideas and beliefs might be flawed. I started with those beliefs that were most likely to be based on probabilities and found that nearly everything I thought was true was affected by a single inaccuracy. My mind has burned with a single question ever since: "What else is polluting my mind?"
As for how I found OB; if I recall correctly I was reading up on AI and happened upon one of Eli's posts. Fascinated, I jumped from post to post and found myself deep in rationalist territory. I found home.
what was the one inaccuracy?
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).