How do most worms enter a computer system?

A worm may infect a computer without any action on the users part, or it may trick a user into performing an action which would allow it to infect the computer; though a worm that requires a user to propagate borders on being a Trojan horse, which is another form of malware.
Worms may propagate over a computer network, portable storage, or any other means in which any data could enter a system by exploiting unpatched vulnerabilities in the computer's software.