from a Purdue alum (BA '96). I never had guns in the house growing up, either, but had a little exposure to them via friends in high school. Things really took off when I joined the Purdue Rifle & Pistol Club (there used to be a range in the basement of the Co-Rec Gym; AFAIK, neither it nor the club exists anymore), and I bought my first handgun at the age of 22, shortly after graduation.
Welcome. I'm at Purdue, and my roommate and I both shoot at Linden, its a fun place, and they are pretty helpful if you don't know something (when someones around). Also flatcreek is a decent indoor range for pistols and small rifles. Hope to see you posting around.
FYI if you have ever been to Harry's you've seen both me and my roommate working.