By this logic you may as well not call yourself a human, "because most humans are stupid".
To my way of thinking, "rationalist" has a certain stink to it, it has connotations of people sitting around arguing about arguing, writing pages of tedious probability math using "prior probabilities" they pulled out of their asses.
In one sense, being a rationalist just means that you try to be rational. But it seems like a stupid thing to wear on your sleeve, because everybody tries to be rational.
There's a sense in which objectivism is just the belief that reality is mind-independent. But I don't go around calling myself an objectivist either.
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).