Many times it is asserted that there is no contemporary evidence for the First Vision having occurred. But it should not come as a surprise this is not true, as Richard Anderson published a beautiful, insightful and well documented article in BYU Studies in 1969 (9/3(1969):373-404), entitled Circumstantial Confirmation of the First Vision Through Reminiscences.
There are several things from this article and elsewhere which I will mention.
1. In The Reflector, February 1831, they report a correspondent from 1830 talks about Oliver Cowdery's preaching in Ohio which affirms "Smith had seen God frequently and personally."
2. Edward Stevenson reports he heard, around 1831, Joseph Smith preach about the First Vision.
3. Lucy Mack Smith placed the timing of the First Vision after 1819 religious revivals, but prior to the 1823 death of Alvin. She inserted Joseph Smith's narrative exactly as found in the History of the Church. This means she has the correct timing, and perfectly endorses the timing of the First Vision found within the account itself.
These are obviously all post 1830. Doesn't anyone remember something closer to 1820?
4. Pomeroy Tucker, a vicious enemy of the LDS faith, was a childhood friend of Joseph Smith and the Smiths' from 1816 when they moved to Palmyra, until he left for work in 1820, returning in 1823. In his 1867 history of Mormonism, he makes numerous statements which affirm something happens in 1820. For example, he notes Joseph Smith, as a "youth", prayed "in the wilderness" and had his first vision. He takes Orson Pratt's pamphlet on the First Vision as the guiding text, but adds several personal recollections to the text. In other words, he accidentally, as an enemy, confirms it.
5. Orsamus Turner, who was another childhood friend of Joseph Smith, left Palmyra in either 1821 or 1822. Among other things, he asserted in later writings there was no foundation to the idea that the Book of Mormon was copied from Spaulding. But more importantly for our discussion, he recalls that Joseph attended a Methodist Camp Meeting down on Vienna Road (1819), and tended to them. When combined with Tucker's statement that Joseph's "blasphemies" about God led him to withdraw from the Methodists around 1820, we have the main points of the First Vision confirmed.
Matt Brown noted that in the 1832 account of the First Vision, written by hand by Joseph Smith, Joseph notes that after God manifest his will do him, the Lord appeared. This account was in Oliver Cowdery's possession when he wrote his 1834 account of the founding of the Church. It seems obvious that the emphasis of Joseph Smith was on the restoration of the true church of God, not his personal vision. We see something akin to this in Paul's writings. Though we have three accounts of Jesus appearing to Paul, none of them are told to us by Paul. They are reported by Luke in Acts, not in Paul's letters. Paul focuses on doctrine and Church government. He obviously told his story at least twice, based on Luke's account in Acts. He surely told it more than that, as he is recognized by the Church as an Apostle. But Paul's vision is never cited as authority or any purpose except to establish that Jesus overcame death.
So when people say things like there is no contemporary reports of the the First Vision, note the newspaper account, Lucy Smith's account, Pomeroy Tucker's account, and the fact that Joseph's entire family believed him, and stayed with the Church. Let's compare: The earliest accounts of the resurrection of Jesus were written 20 or 30 years after the Resurrection, and have many contradictions. Thursday or Friday supper? Etc. Does that affect the reality of the Resurrection? No.
So the First Vision evidence is excellent. It did happen. Even Joseph's critics acknowledged it.