Hey that's answered in the FAQ you know! ;-)
OK the site went "live" in May 1995. I probably started thinking and planning around Dec 94/Jan 95. It took some start up time because before starting the web site, I only had the few HPs that I just happened to have - very small and random bunch. I wanted to have all the scientific classics and woodstocks to start the museum. After I launched it with those, I got many messages along the lines of "Great! Wonderful! Hey where are the rest of them?" The collection was completed in early 1996. Since then, it's mostly been more details, software, etc…
Friends and coworkers thought I was crazy because in 1995 they thought the whole web/net thing was a fad. (A little later my company overreacted in the opposite direction and put the word Internet into the plans of every single group.)
The site was all coded by hand (no HTML editors yet) and still mostly is today. The original pictures were scanned on a flat bed scanner at work after hours. A scanner of my own seemed much too exotic and expensive in 1995. Pictures were carried home on conventional floppies and uploaded over an analog 33K modem. The original URL was www.teleport.com/~dgh/hpmuseum.html. This hasn't existed for several years but there are still approximately 400 links to it.
In 1995, I had no idea how big this site would become. I sometimes think that I should analyze all the stuff that's here and reconsider how it's organized. I'm afraid doing that might just drive me crazy however. (And maybe the long time visitors too.) Hopefully the search function on the main page helps new people. Assuming they find that :-)