Faith precedes miracles

In the Book of Ether in the Book of Mormon, the prophet Moroni talks about how we must exercise faith in God before receiving His promised blessings. In Ether 12:6, we read:

And now, I, Moroni, would speak somewhat concerning these things; I would show unto the world that faith is things which are hoped for and not seen; wherefore, dispute not because ye see not, for ye receive no witness until after the trial of your faith. (Underline added.)

When we talk about Joseph Smith's First Vision, we focus a lot on the fact that Heavenly Father and His Son Jesus Christ both appeared to Joseph Smith and not as much on the intense tribulation that immediately preceded Their visit. Joseph Smith had decided on a time and place to ask God about what church was true, the Sacred Grove in Palmyra, New York being the place where "the place where [he] had previously designed to go" (JS-H 1:15). After beginning to offer his prayer, Joseph Smith was attacked by Satan, who did everything possible to prevent Joseph from asking God the question that would lead to us having Jesus Christ's true Church on the earth again (JS-H 1:15-16):

...I kneeled down and began to offer up the desires of my heart to God. I had scarcely done so, when immediately I was seized upon by some power which entirely overcame me, and had such an astonishing influence over me as to bind my tongue so that I could not speak. Thick darkness gathered around me, and it seemed to me for a time as if I were doomed to sudden destruction. But, exerting all my powers to call upon God...just at this moment of great alarm, I saw a pillar of light exactly over my head, above the brightness of the sun, which descended gradually until it fell upon me.

Only after enduring Satan's trial did Joseph Smith see Heavenly Father and Jesus Christ.

I too occasionally have experiences like this on my mission. I will feel terrible and discouraged in the morning, which leads to feelings like those of depression. Often I won't want to do any work at all but will still feel horrible sitting in our apartment. Many missionaries (probably most of them at some point) will experience serious trials of faith. But by exercising faith in Jesus Christ, praying for strength through His Atonement, and getting up to work anyway, we can and do overcome these discouragements sent from the devil. Once I start working, I always feel much better. First exercise faith, and then the blessings follow.