I started in the late 80's. I couldn't afford to go to a "real" gym, but I was able to buy a simple weight bench and weight set. I was no Arnold, but it was an enjoyable way to keep healthy.

For me, it's because I can make progress with every single workout. One more pound, one more rep, one more set. There's always a new exercise to try. No other sport or fitness style has the instant gratification to keep me interested.