A long time ago in a galax-
Well, a long time ago... A friend of mine first learned about D&D, and invited a group to give it a shot. Back then, we didn't go farther than just creating our character sheets, though. Soon after that, a little something called Neverwinter Nights introduced me to what was a pseudo version of D&D, and I liked it. And then, those old character sheets were finally used, and I joined my first real D&D game.
Because our DM was inexperienced at the time, the story was simple, and even messed up. You couldn't take that thing seriously, as hard as you tried. That soon changed, and he became my first proper AND Sadistic DM (folks, you don't send an ogre mage against a party of lvl 2 characters...).
A year later, I was trying my hand at DMing, and found the pleasures of not only delivering a story created by myself, but of tormenting players with harsh (but realistic) consequences for thoughtless actions. *enter evil smiley grin here*
I also found this to be a perfect outlet for the stories that pop up in my head, as Eric mentioned. I've tried my hand at novels, games, and even comics before, but nothing beats seeing your ideas coming to life and watching others actively participate in 'em with some paper, pen, and a few dice rolls... Especially when the others are good role-players.