I never actually chose to learn the saxophone. But I do choose to play it, and I choose to try to improve on it.
I started on the clarinet when I was 8 years old. I don't remember why that instrument was selected, or even who made the decision. When I was a freshman in high school, my band director started me on alto sax as a second horn. For the rest of high school, I played clarinet in the concert band, sax in the jazz band, and both at different times in the marching band. In college, I joined a band that played at basketball games and similar events. It's possible that I chose to play sax because I thought it would be more fun in that sort of ensemble. It's also possible that I volunteered to play either sax or clarinet, and ended up on sax because that's where I was more needed. I do specifically recall (finally!) that when I joined my current concert band 15 years ago, I told the director that I would be fine with playing alto, tenor, or clarinet, and that she should assign me as needed. That meant alto as my regular chair, with stints on tenor and some occasional soprano playing.