Before you set out to direct your first film and invest your time and money, possibly other people's money, you want to get industry feedback. Not feedback from your best friends and family members, feedback from mentors who are development assistants, or other screenwriters who've actually sold something.
The reason I suggest this, is because thousands of people make movies every year and because it's their material, they don't see the flaws. Again, if you're going to invest your time and money, you want to have a good idea that the material is strong, that there's a market for it and you have a plan for it, should it not get into any festivals (as well as plan for when it does get into festivals.)
Agents are always looking for exceptional talent, and you may be it. If that's the case, agents are waiting for you. If you are anything less than exceptional, getting an agent can be challenging and time consuming when you're first starting out. That time and energy may be better spent on making your movie yourself. Then when it's a huge hit, the agents will find you!
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