I'm a little puzzled as to why the question contains the phrase "how you came to identify as rationalist." My introduction to what I think this site means by rationalism (not the "rationalism" of Descartes, Leibniz and Spinoza I HOPE) was through Robert Anton Wilson's books Quantum Psychology and Prometheus Rising (although this just watered some seeds planted earlier). R.A.W. led me to Korzybski and his famous "is of identity" polemics. So why does a site which attributes much of its influence to Korzybksi as me a question that (apparently) flies in the face of Korzybskian rationality? I'm not trying to be contentious. I'm sure there's a perfectly REASONABLE explanation which I'll patiently await.
DeeElf
Eliezer got some early influence from the General Semantics-inspired Null-A books by A.E. van Vogt.
(I'm leaving two versions of this comment in different threads because buybuydandavis also asked about Korzybski and LW.)
Edit: I realized that this comment doesn't make much sense as a direct reply to yours. Consider it an addendum to Mitchell_Porter's comment.
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).