I got into NIN late in the game. I knew them in an outsider sense from Downward Spiral era on (my brother, now an upwardly mobile yuppie, bought the record upon it's release in '94). But the first time I really HEARD their music, with the attention of all my being, was seeing them live at Coachella 2005. I remember thinking how the band around him seemed like some kind of evil gothic beings, and how....theatrical, for lack of a better word, it felt. I was used to no-frills, "we are the audience" punk shows. So seeing that show made me want to finally pop in the Downward Spiral DE I had been given for Christmas.
From the opening "uh.....UNGH!!!! *whip crack* AAAHHH!!", I was hooked.