When do most people start smoking
As a 22-year-old who started smoking 4 months ago, I think I'm qualified to give answering this a go.
There's an element of peer/family influence (I wouldn't say pressure) involved. Chances are that if you start smoking, you're doing it because someone in your family smokes, and you were intrigued, or some of your high-school/University/work buddies smoke, and you tried it out with them while you were hanging out.
In my case, my friends were more influential than family. My father smoked from the age of 11 (he started back when there was still a "cool factor" associated with smoking). I didn't touch a cigarette until I came to University. I tried it one night with some of my buddies, but I wasn't hooked at all.
Then I started dating this chick who used to smoke a lot. SHE started because she used to work part time in the government, and one of the easiest ways to take a break from sitting/work was to go out for a cigarette. In any case, she would smoke after breakfast, while walking anywhere, all the time. I picked the habit via many post-coital cigarettes.
Once you get into the "smokers circle", there's a social element to it. You'll go to a bar with your buddies, and only know the three people you came with; however, once you go outside for a cigarette (because regulations state that you can't smoke indoors anymore), you immediately meet new people who smoke. Much bumming of cigarettes/lights occur, and sometimes, genuine new connections are formed. So what you've cited as an "inconvenience" is actually an opportunity to make new acquaintances.
Once you've had your first puff, I feel like there are three main reasons people continue smoking: you actually enjoy the chemical effects of nicotine, you enjoy the social aspects of smoking and/or you hate yourself. I've been guilty of smoking for reasons two and three.
All this being said, I'm obligated to give you the whole "everyone's different" spiel, because as tired as that statement is, it's also true. People start (and stop) for myriad reasons. There's no easy answer. It's almost always a complicated mix of social pressures blended with chemical addictions coupled with coping mechanisms.