Much like EvilDevil, it all almost certainly started with Lucky Star.
My first entry into anime in my teen years was the AMV Hell videos. Man I loved them. I had no idea what the animes were with like 4 exceptions (DBZ, Naruto, One Piece and Akira, which for some reason I was allowed to watch at the age of 12 or something), but I thought it was hilarious and great. Two animes stuck out among the others for me though due to the quality of the parodies that used them: Azumanga Daioh (which I went on Amazon and bought the full volume of manga of afterwards) and Lucky Star.
After torrenting the series through shady means (I may have actually downloaded each episode individually actually) I watched it all, and really liked it at the time. Sometime afterwards, I must have stumbled across a Lucky Star yuri doujin while looking for porn. I think I then searched for every Konata x Kagami I could find, as I loved the pair so much. My fav were definitely the works of Celtrance (you don't wanna know how long I searched online for their Tsukasa x Miyuki doujin that never appeared), and from there I got into yuri as a whole.
Sites to thank for making me like yuri have to include Lililicious and Strawberry Shake Sweet (the best yuri manga, not opinion, fact), Wings of Yuri and their hundreds of Lucky Star and Touhou (I had no fucking clue what Touhou was at the time, so why read them all? No idea.), the long dead Otenba and Shoujo Sect, and a webcomic or two I used to read, stuff like Flipside and Otenba Files ( which I just checked and, hooooly shit they are still both updating! That is insane). Oh. And I guess Dynasty? Maybe?