You saw a movie or a TV show and screamed 'I MUST KNOW MORE'. What was it? What did you do? Did you love Star Wars so much that you hunted for the EU novels? Start writing fanfiction about the USS Enterprise before knowing what fanfiction actually was?
I remember when the first X-Men movie came out. I was 11? 12? Somewhere around there. I LOVED it. I thought it was amazing and I needed to know more! I showed it to my friend and we went nuts. Somehow, going to a comic book store was not something we thought of, but some sort of pre-Wikipedia website had detailed synopses of the various characters and adventures they had in the comics. I remember we were trying to even plot out a sequel (fanfic before I even knew what fanfic was. Heh.) that was really way too complicated. To my sister's credit, she did not mock us, but gently said that movies had simpler plots and we should really just simplify.
Another fun example of my sometimes-obsessive nature was when Star Wars Episode II was in production. I remember seeing the casting of Hayden Christensen and, let me tell you, that was a GREAT time for my young self. I joined this Yahoo email group devoted to him and read the list-leader's fanfic (that's when I discovered fanfic, and the best part, erotic fanfiction. Bless you, Yahoo email group). I even wrote approx 3 paragraphs of fanfiction based on the first SW:EPII trailer before I abandoned it due to embarrassment.
Anyway, that particular fandom (is it a fandom when it's a person? Or is it just creepy stalking?) left a lasting impression on my vulnerable psyche: my predilection for tall blonds continue to this day.
What was your first fall into fandom?