Severe undiagnosed brain damage?
Mainly the same reason a few others have said. I hate rooting for the "easy" teams - the big 4 PL teams that practically every soccer fan in the US supports.
When I started really following the Premier League, Newcastle was an underdog team that not too long ago was challenging for the title and was struggling to find themselves again. I liked something about that and I liked the devotion of the fan base. So I figured "What the hell, seems like a good group. Better than being one of those annoying ManU or Liverpool fans." Plus, I like the beer.
Mind you, there may be something to that brain damage theory.