For me it was when I was a teenager in the mid to late 80s and really into the heavy metal scene at the time. Our local radio station, WBLM in Portland Maine, started playing a "Zep Set" consisting of three songs each weeknight at 10pm. I started to listen. I noticed how diverse the band was, and how they really branched out in several directions from the mothership of heavy blues rock.
I'd never owned any of their tapes or albums, but I began collecting tapes because I hated the massive withdrawal that hit me around 10:20 each weeknight when the radio station stopped playing Led Zeppelin songs.
One at a time, I bought tapes.
I ain't been right since.
I also read the Davis book, Hammer of the Gods. The weird part about that is, I loved it at the time, but the band members say it's a bunch of hogwash.
This whole Internet thing is something I never even fathomed back then. It's made being a fan way more rewarding for me. Especially Ebay. It's safe to say I have a mild addiction to collecting small bits of Led Zeppelin.