I noticed a lot of people answered this question with all sorts of celebrations of what RPGs are, what they allow you to do, and the joy they have brought and continue to bring to their lives.
That's why you continue playing. It doesn't answer why you started.
As much as I love them now, I started because the idea sounded neat. That's about it. When described, it struck me as a cool thing. I liked reading, writing, and telling stories about fantastic places and heroic characters and this came across as a game that let you do that with others. As I said...neat.
Honestly I sort of started for the same reason George Herbert Mallory climbed Mount Everest. "Because it was there."
Sorry there's no deeper meaning or personal epiphany. I was 8.