From what I've learned, people are usually born gay. Genetics has a role in this. No one really knows the exact gene or genes, but from there are a few things that psychologists have observed that might link genetics to sexual orientation. For instance, males with older brothers have a higher chance of being gay than those who don't. The more older brothers you have, the more likely you are. Right-handed males who have counter-clockwise hair whorls are also more likely to be gay (left-handed people tend to have counter-clockwise whorls so it's hard to say for them).
But I'm not sure about choosing to be gay. I highly doubt that, although I do know of people who chose to be in a relationship with those of the same gender. I don't know if that counts or not.