I think for myself it was a combination of several means which have already been mentioned by other members on the thread. Like JTtheDestroyer, I started off reading a number of comics back in the 80s, but not with any regularity. From there, much like Mikey I began playing Hero Quest (different yes, but Space Crusade was another good one). This led to an interest in Steve Jackson & Ian Livingston’s Fighting Fantasy books. Legend of Zagor was my favourite due to the different character types, but I also had Talisman of Death, City of Thieves, Knights of Doom and Night Dragon. I should also note that He-Man and the Masters of the Universe also had some contributions. But it wasnt until I saw the Arnold Schwarzenegger movies that my interest in Conan really took off. Even though it had a number of inaccuracies lore wise, it did a great job of capturing the feel of the Conan universe, and serves as a good gateway to all things Conan. This also launched my fascination with Crom and his code, which continues to this day. I now see parallels of certain aspects of his wisdom contained in the writings of some of my favourite theorists such as Charles Darwin and Ayn Rand. In more recent times, Skyrim and later Conan Exiles of course has fuelled a massive reinvigoration of my interests in all things Conan.
PS- there is now speculation of a new Amazon Conan the Barbarian tv series based directly on Robert E Howards books. EDIT- However, there is a paucity of available information, and doubts have arisen. Sorry all, I did not intend to provide innacurate information.