The process of initiation and continued use of substances among adolescents in Africa is understudied despite the high prevalence of substance use among them. Understanding the process that leads to the initiation and subsequent use of substances by adolescents is pivotal for focused and context-specific interventions to address the problem. This exploratory qualitative study used case study design to explore the life histories of three out-of-school adolescents with established substance use from selected slum communities of Ibadan, Nigeria. Content analysis was used for data analysis based on the constructs of the Prototype Willingness Model (PWM). There were two males and a female adolescents aged 15 and 18, and 17 years respectively. The initiation and subsequent use of substances followed both the reasoned and reactive pathways of the PMW. For the reasoned construct, there was a low perception of risk for the negative effects of substance use and both their peers, as well as younger family members used substances. Also, the reactive construct showed that prototype favorability of substance users was important for the initiation and subsequent substance use by the adolescents. Substance use was initiated in social settings and with peers. The PWM explained both initiation and subsequent substance use by these adolescents. Further studies with quantitative data could provide more details about the process of substance use based on PMW by adolescents in Nigeria.