My first exposure to the idea that tg/ts was even a reality was when a college dorm-mate gave me a cassette of synthesizer music composed by someone named Walter Carlos. In passing, he told me, "Yeah, he had a sex change. He's Wendy Carlos now. Wild, huh?" I was fascinated by that cassette and played it until it wore out. I think that is what set my clock to ticking, although I didn't know it at the time.
My first actual face-to-face exposure came several years later when I took on a "male" friend of a friend as a roommate. "He" was pre-transitional at the time and didn't come out to me right away. When she finally did come out to me as being a transwoman, I think she was pleasantly surprised that I didn't freak out. Honestly, I had no idea what to think, but I could tell this was a really important issue for her, so I tried to be supportive while I chewed on the idea. Later that year, I moved away for reasons of employment and we drifted apart. I met her again a few times several years later when she was post-SRS. I surprised myself with the thought that she seemed so much more "herself" as a woman. I still hadn't come out to myself, but I did develop a strong curiosity regarding all things trans. I think it was also about this time when I fully accepted the idea that trans didn't have to be a "weird fetish" like in certain magazines, but that it could be a perfectly natural state of being for perfectly normal people who just happened to be born with mind and body out-of-sync with each other.
When I did finally come out to myself and accept what I am, it was partly memories of my former room-mate that gave me the courage to turn to my wife (we were in bed at the time) and come out to her.
Oddly enough, since accepting myself as trans, transfolk have been popping up in my life far more frequently than statistics would suggest is the norm, even though I have not deliberately sought them out and am not out publicly yet.