There's this very nice little story about how the founder of that investment firm got to know classical music. I think everybody should have an Uncle Vince!
In my case, though, it was in music classes in high school where I was seriously confronted with classical music for the first time. Actually, it was Beethoven's Fifth Symphony, which I then proceeded to listen to over and over, and over again. I pretty much stuck to that routine of serial repeats through the first couple of pieces that I exposed myself to - unfortunately there was no Uncle Vince who could have given me useful hints.
How did you get hooked on classical music?