I've had a bent toward entrepreneurship since I was a child (probably because I grew up in a very poor family and if I wanted/needed any money I had to figure out a way to make it myself), but I started my first really serious business because of a bit of a crisis:

The company I worked for folded, I had a very young child, and the job market was disastrous in my area at the time.

That put me squarely in a "nothing to lose" place, which took the risk out of starting a business. So I did, teaming up with the president of the company that closed. That business was a modest success: it didn't make me wealthy, but it did eventually provide enough income to support my family and to allow me to bankroll my next business. It was off to the races after that.