I first read about the Romanovs in 2004, when I was 10, in "DK Find Out!"; a children's science/nature/history magazine published by Dorling Kindersley. It had a section called "Real or Rubbish", where a few very simplified facts/theories about a historical mystery were presented and you were asked to tick whether you thought they were real or rubbish (again, for kids.) One was on Anna Anderson's claim to being Anastasia (years after DNA testing had placed all that firmly in the rubbish pile, but then it's hardly the only or most egregious piece - adult or child-orientated - to do such a thing.)
The introduction gave the basic descriptor of the imperial family having been murdered by the Bolsheviks, w/a standard pre-war photo of the family, and that was enough for the story to stick w/me, as that sort of thing will if you read of it at that age. It didn't help that the pre-war picture naturally had OTMAA as closer to my age at the time, and I remember thinking, when I was 13, of how Alexei's life was cut off at the same age, and how little I'd lived.
Having been writing spec fic/comedy stories since age 12, I had imagined over the years of some "what if?" scenario of the family being rescued, and since 2011 I've been working on a fantasy comedy, which I'll be asking for help with/shamelessly plugging elsewhere on the board soon enough, that features the main characters inadvertently gatecrashing the execution, after which the family become secondary characters, w/Anastasia as an honorary main. This led me to reading up on them via Massie and the like, and eventually to here.