When I was around 12, I figured that since adults think I'm smart, and to some degree people of my own age agreed, there must be something I can do to avoid being so clumsy, awkward and stuff. I tried to use best methods I could find to improve my goals and methods to gain those, using every single way I could find. I tried to improve on board game called "Go" to do that, I studied mathematics, read about game theory, and overall tried to gain perspective by learning about the world, and made effort to find suitable role models from fiction(Sherlock Holmes, House, Jedi knights, whatever). I tested myself against those whose beliefs I found stupid(creationists, ghost hunters and stuff), and tried to understand the nature of being wrong or right. To support that, I also read a lot about human psychology and overall epistemology and philosophy of consciousness. All uncoordinated and pretty ineffective, but then I found a website dedicated to "refine the art of human rationality".
So, the key event for me could maybe be posting this comment. I'm expecting a lot.
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).