For me: First exposure to Vocaloid...Lucky Star OVA.
Kagami cosplays as Miku.
I didn't get the reference until I saw a deviantART picture with Miku on it.
First time hearing a Vocaloid song: A Miku version of Yuki, Muon, Madobe Nite. Wasn't fond of it (bad editing).
Song that attracted me to Vocaloid (somewhat): World is Mine. My friend referenced it while we were writing a Lucky Star collab fanfic. (I was under the impression that there were only "official" songs.)
Song that really did it: Well, during a conversation with my friend, who brought up Len and Rin's Recycle Bin/Salvage, she mentioned the Evil Series...(Then I found out there were many, many Vocaloid creators...)
...there you go.