The question is quite vague since according to Islamic tradition, there were several times when Muhammad had "troubles" and asked for guidance. However, according to Islamic tradition the first important occasion when he experienced trouble was when he was 40 years old and went to the mountains near Mecca to fast and pray. Allegedly, the angel Gabriel visited him and revealed the Islamic credo to him. Muhammad was allegedly "troubled" by these revelations and asked his wife Khadiyah and her Christian cousin Waraqah ibn Nawfal for advice about the whole situation. They told him that the said revelation was true and that he was a prophet.
