Well for me, for as far back as I can remember, I have always been fascinated with trains, especially the old steam locomotives from the wild west (see CP&LE).
Trains lead straight to coasters, except my fascination has now grown to the architechture of the structure (the beauty of a wooden coaster, it just emits a fun vibe) down to the trains themselves. I especially like well thought out trains, for example, Magnum XL's "future" looking cars.
Then of course, there is the adrenaline rush.