Hmm, this is an interesting question, as I live in a 3rd world country it is hard to pinpoint exactly which event drove me to this beautiful world.
With that said, the first console that we ever had (sis and I) was a PS1, it came with Gran Turismo and DBZ Ultimate Battle 22, I think.
Anyway, I was probably 6 years old, and my dad took care of chip it (took it to a place, it is common to do that in Mexico) and then I got the pirated games for dirt cheap in flea markets and such, a similar event happened with the PS2.
But when I truly sailed the seas for myself, at least in a gaming scenario, happened when I got my Nintendo DS phat, I quickly knew about a R4, and managed myself to find ROM sites, homebrew, heck I used to use Windows Live Messenger in that little thing lol (DS Lite at that time).
I mean, I pirated software for PC and possibly burned some games for the PS1/PS2 before having the DS, but having unlimited portable fun with the DS (and then the PSP) was when I turned into a no return point.