Well, I'm not quite sure if I'd say I have a "story", but there was definitely a series of factors that pushed me toward becoming a rationalist. As a child, any time I was involved in some sort of group vote, upon winning or losing (being in the majority or minority), I noticed that my desire was focused more on whether I won or lost, rather than whether the agreement the majority reached was fair or not. I suddenly stopped being a majoritarian, and began seeking the right answer, rather than the "right" answer. This was further reinforced by subsequent uses of rhetoric I noticed people using to strengthen their arguments. I thought "this person is using connotations rather than logic to make himself sound right, if he actually believed he was right he wouldn't need to do that". Soon enough, I realized that I didn't care much for winning arguments, I just wanted to be on the side of it that's correct. Mario party also helped because it got me thinking not just about what to do to win (forward planning) but also whether a win was earned or handed out by luck (backward analysis).
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).