Apparently, You're Not Supposed To Ask Why a Jew Is a Jew Or a Ger Is a Ger; And If You Do...

Don't let the others get to you. I had the same question and desire to know the story of a man whose story I read while I was randomly browsing ("Were you born Jewish or did you convert? Either way, tell us your story. I am curious to learn."). Besides:

1) We know of the conversion of Rachav.

2) We know of the conversion of Rut, the history of which G-d devoted a whole sefer b'Tanakh.

3) That's part of how I suspected that I'm Jewish. My paternal grandfather was very dark skinned for such a Polish and Lithuanian American, and the case turned out to be that he was a Litvak and Belarusish Yid (on his paternal side. On his maternal side, he was an Ungarish and a Slovakish Yid on his maternal side.). By the way, both of my father's parents were Anusim and bnei-Anusim (Pop-Pop made a veiled confession that we are Jewish in one of our final conversations after he denied it for years, and Grandma also made a veiled confession once. Dad, on the other hand, is still like Pop-Pop was—not happy that I found out.). Also by the way, Mom is Jewish (She denies her heritage as well.).

In addition, Rabbi Jack Romberg once wrote, "It is the power of constant questioning that creates the dynamism that keeps Judaism relevant. The world changes and Judaism must respond to those changes." That includes, of course, asking how a Jew found out that he or she is Jewish and/or came to terms with and/or came to appreciate and live in light of his or her Jewishness, or why a gentile stated "thy people shall be my people, and thy God my God" as Rut stated to Na'omi.

PS For Messianic Jews, to tell our stories is a mitzvah. After all, e.g., Paul told his; and he wrote that those who don't believe can't believe if they don't hear. Peter also hinted as his.