I cannot speak for Gunner himself but it can be a number of different things. When I played over there growing up there were some who became fans due to the history of a team, success at the time they started following/taking an interest, they've been in the city a team plays in, certain players they enjoy seeing play, the first team they saw play, a friend's team, shoot - there was even one guy I knew who became a Vikes fan because of their uniform color.
In essence, it could be anything or a plethora of reasons, all dependent on the person. Goes for any sport and it's professional league/s that is foreign.
Similar to soccer fans in the USA who follow a team in England, Spain, Germany, Netherlands or France...