I was four or so, and I learned to read by a combination of being read to by my parents and following along in the prayer book during church services. I think the church bit was the key -- unfamiliar words and no context, no illustrations. I had to do something to keep myself from being bored to death, so I played "guess the next word they're going to say."
My parents didn't know I could read until the day I walked up behind my mom and started reading a letter that she was typing to a friend. I don't think I got to the good part, but she hustled me away from the typewriter quickly.
