The biggest mistake one can make when they don't know the way is admitting they are lost. Although we don't want to admit it, this is called "Pride." In order to find the way to eternal life with God, you must admit you are lost in your sin.
Romans 5:12 teaches us that since Adam and Eve, the first man and woman on earth, a sin nature has been present in all people.
Romans 3:23, "For all have sinned, and come short of the glory of God."