For me, it actually started with randomly twisting the AM dial at night, after the Red Sox game was over. I'd pick up stations from all around the East and Midwest, and one night when I was about 11, I stumbled across the CBS Radio Mystery Theatre, which had just begun airing. This was my first exposure to radio drama, and while I was kind of unsettled by the spooky stuff, I figured there had to be more of it somewhere -- so I kept twisting and tuning until I found a couple of stations in Boston that aired reruns of various vintage shows.
One of the real highlights of those days was a special weekend put on by WBZ out of Boston, where they ran Old Time Radio pretty much continuously -- and I listened to as much of it as I could. The year after that, NBC radio celebrated its 50th anniversary with a special series of shows that really got me hooked -- it was the first time I had any kind of real historic context for the stuff I was listening to, and it got me to where I wanted to start looking for books and articles.
Around that time, our local public radio station started airing reruns of "The Great Gildersleeve," "Duffy's Tavern," "The Aldrich Family," and "You Bet Your Life," which gave my my first exposure to these specific programs -- and not long after that, I saw an ad in a magazine for Radiola records and cassettes. I sent away for one -- containing two episodes of "Fibber McGee and Molly," and it must've cost me all of $3.79. And that was the start of a collection that now numbers over 5000 hours and takes up pretty much my entire office. (I have yet to convert to digital formats. I hear they save space...)
So anyway, that's how I got hooked -- how about you?