How it goes for me;
Powermetal, my brother introduced me to this stuff, and so I started listening to this stuff.
Heavymetal, I was introduced to Iron Maiden, first I thought it was boring but then I fell in love with it.
Progmetal, I heard stuff about this band called "Dream theater" and was curious about it and started listening to them, slowly though.
Melodic deathmetal, I introduced myself to Children of Bodom, and fell in love, doesn't matter if you think it's melodeath or not, I concider it so.
Deathmetal, my friend introduced me to bands such as Carcass, Cannibal Corpse...etc, not my favorite style then, but I like them.
Folk metal, I heard about Korpiklaani, checked out and fell in love.
Blackmetal (the more mainstreamish), I decided to go on and give these "antichristians" a chance and bought albums called Nymphetamine and In Sorte Diaboli, I fell in love with Cradle of Filth, later with Dimmu Borgir too.
Blackmetal, I heard a song of Gorgoroth and fell in love with this very atmospheric style of music.
Progrock, I introduced myself to Yes, fell in love with them.
Folkrock, introduced to Schandmaul, fell in love.
Rap, no, don't get me wrong, I just discovered the "essence" of it, and am able to enjoy the better stuff now.
Quess that's how it's gone so far, and btw. I still listen to all of these styles, I also listen to industrial and some classical stuff, but I don't remember since when...