Hi there!
I found HPMoR via TVTropes and then found LessWrong via HPMoR. I decided to hang around after reading the explanation of Bayes Theorem on Eliezer's personal site and finding it quite nice. Also, it matched up with how I thought of Bayes's theorem. You could say that I got attracted to LW by confirmation bias. :)
On a more useful note, I got interested in rationality/etc. through a somewhat convoluted path. I got introduced to Bayes Theorem via Paul Graham when I built a website filter for a science fair project.
My reading material also contributed heavily. I've also always been a fast and constant reader so discovering the (FREE!) interlibrary loan offered by the University of California was a boon. Major nonfiction books that affected me were cognitive science stuff (especially Dan Ariely) and books on how things/processes/systems work I distinctly recall re-re-re-checking out a book on landfills and waste management in elementary school because it was long enough to be somewhat thorough and had enough photos to be interesting. Major fiction influences include books by Thornton Burgess, the Redwall series, and David Brin. I got introduced to the concept of fanfiction by the Redwall Online Community and spent many years in related activities so it wasn't too much of a leap for me to take HPMoR seriously. Getting keyword matches between Ariely and HPMoR kept me hooked, never mind the bit about arbitraging gold and silver, which I can't believe Harry hasn't tried doing by now.
Another thing that helped me take the ideas in Less Wrong seriously was my constant desire to re-examine by beliefs. For example, I've always been interested in the ideas in Christian apologetics.
As for where I started at LW, I can't really say. I know I read stuff that confirmed what I already knew like things about the Planning Fallacy. The first bit of new material was probably Mysterious Answers (and those in its sequence).
A few notes about the site mechanics
A few notes about the community
If English is not your first language, don't let that make you afraid to post or comment. You can get English help on Discussion- or Main-level posts by sending a PM to one of the following users (use the "send message" link on the upper right of their user page). Either put the text of the post in the PM, or just say that you'd like English help and you'll get a response with an email address.
* Normal_Anomaly
* Randaly
* shokwave
* Barry Cotter
A note for theists: you will find the Less Wrong community to be predominantly atheist, though not completely so, and most of us are genuinely respectful of religious people who keep the usual community norms. It's worth saying that we might think religion is off-topic in some places where you think it's on-topic, so be thoughtful about where and how you start explicitly talking about it; some of us are happy to talk about religion, some of us aren't interested. Bear in mind that many of us really, truly have given full consideration to theistic claims and found them to be false, so starting with the most common arguments is pretty likely just to annoy people. Anyhow, it's absolutely OK to mention that you're religious in your welcome post and to invite a discussion there.
A list of some posts that are pretty awesome
I recommend the major sequences to everybody, but I realize how daunting they look at first. So for purposes of immediate gratification, the following posts are particularly interesting/illuminating/provocative and don't require any previous reading:
More suggestions are welcome! Or just check out the top-rated posts from the history of Less Wrong. Most posts at +50 or more are well worth your time.
Welcome to Less Wrong, and we look forward to hearing from you throughout the site!
Once a post gets over 500 comments, the site stops showing them all by default. If this post has 500 comments and you have 20 karma, please do start the next welcome post; a new post is a good perennial way to encourage newcomers and lurkers to introduce themselves. (Step-by-step, foolproof instructions here; takes <180seconds.)
If there's anything I should add or update on this post (especially broken links), please send me a private message—I may not notice a comment on the post.
Finally, a big thank you to everyone that helped write this post via its predecessors!