Joseph Smith History 1:18:¹

18 My object in going to inquire of the Lord was to know which of all the sects was right, that I might know which to join. No sooner, therefore, did I get possession of myself, so as to be able to speak, than I asked the Personages who stood above me in the light, which of all the sects was right (for at this time it had never entered into my heart that all were wrong)—and which I should join.

Excerpt from an 1832 account of the First Vision by Joseph Smith Jr.:²

Thus, from the age of twelve years to fifteen I pondered many things in my heart concerning the situation of the world of mankind, the contentions and divisions, the wickedness and abominations, and the darkness which pervaded the minds of mankind. My mind became exceedingly distressed, for I became convicted of my sins, and by searching the scriptures I found that mankind did not come unto the Lord but that they had apostatized from the true and living faith, and there was no society or denomination that was built upon the gospel of Jesus Christ as recorded in the New Testament. I felt to mourn for my own sins and for the sins of the world, for I learned in the scriptures that God was the same yesterday, today, and forever, that he was no respecter of persons, for he was God.

See also:

Joseph Smith and “The” “First” “Vision” – wasmormon.org

Joseph Smith and “The” “First” “Vision”