Perhaps a more fundamental question is, why do you want to be "rational"? Where rational means, as Eliezer suggests, less wrong, more right(!), more accurate in your beliefs.
It seems obvious that there are practical advantages to being more accurate on many issues. Choosing what route to drive to work, deciding whether to bring an umbrella, wondering if you should ask so-and-so out, you want to get it right.
OTOH there are well established situations and circumstances where you will do better to be wrong. You'll often do better to agree with your social peers, especially on issues where being wrong has little negative impact, like who should be President.
So what is the "rational" thing to do, given these realities? Is it really rational to seek after truth knowing that it is going to hurt you? Wouldn't a true rationalist try to improve his circumstances and maximize his happiness, choosing to accept that this will mean believing falsehoods?
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).