For a portion, it is the same sorts of things that cause folks to use other drugs. Curiousity at first or looking for a way to not feel bad. People don't usually start with heroin - they go for 'tame' highs. Cigarettes, alcohol, pot. And just explore from there.

For a (probably much bigger) portion, this is the result of pain pill addiction. It got harder and harder to get the pills and they grew in cost, so some folks switched to heroin because the pull of addiction is so great.