Q: Was Jesus ever a Mormon? If so, where and when did he convert, and where in the KJV would it tell me? 

A: Thank you for your thoughtful question. First, you must understand that we believe that the Church of Jesus Christ of Latter-day Saints (commonly referred to as Mormons) is not just another Christian sect, or even a new religion. Rather, it is a re-establishment of the original church and doctrines that Jesus instituted when he was on the earth. It is a restitution, a reinstatement of Christ’s original church, authority, ordinances, and teachings.

The apostle Paul predicted that there would be a general falling away or apostasy from Christ's original doctrines. As recorded in the KJV he said: 
"Take heed therefore unto yourselves, and to all the flock, over the which the Holy Ghost hath made you overseers, to feed the church of God, which he hath purchased with his own blood. For I know this, that after my departing shall grievous wolves enter in among you, not sparing the flock. And also of your own selves shall men arise, speaking perverse things, to draw away disciples after them." [Acts 20:28-30]

"I marvel that ye are so soon removed from him that called you into the grace of Christ unto another gospel." [Galations 1:6]

"That ye be not soon shaken in mind, or be troubled, neither by spirit, nor by word, nor by letter as from us, as that the day of Christ is at hand. Let no man deceive you by any means: for that day shall not come except there come a falling away first, and that man of sin be revealed, the son of perdition;" [2 Thessalonians 1:2-3]
Because of this “falling away” or apostasy, the fullness of the Gospel of Jesus Christ was lost from the earth. Many admirable and sincere reformers tried to correct errors that they observed in the churches of their day using the Bible. But, without direct revelation and restoration of priesthood authority from heaven, these course corrections were insufficient. It is our testimony that the resurrected Lord, Jesus Christ himself, has returned in our day to restore His original gospel to the earth in its purity. The apostle Peter spoke of this marvelous restoration when he said:

“And he shall send Jesus Christ, which before was preached unto you: Whom the heaven must receive until the times of restitution of all things, which God hath spoken by the mouth of all his holy prophets since the world began.” [Acts 3:20-21]
This marvelous event prophesied by Peter happened in the spring of 1820 when the young Joseph Smith prayed for direction. Hear his words,

“I was one day reading the Epistle of James, first chapter and fifth verse, which reads: If any of you lack wisdom, let him ask of God, that giveth to all men liberally, and upbraideth not; and it shall be given him. Never did any passage of scripture come with more power to the heart of man than this did at this time to mine. It seemed to enter with great force into every feeling of my heart. I reflected on it again and again, knowing that if any person needed wisdom from God, I did; for how to act I did not know, and unless I could get more wisdom than I then had, I would never know; for the teachers of religion of the different sects understood the same passages of scripture so differently as to destroy all confidence in settling the question by an appeal to the Bible. At length I came to the conclusion that I must either remain in darkness and confusion, or else I must do as James directs, that is, ask of God. I at length came to the determination to “ask of God,” concluding that if he gave wisdom to them that lacked wisdom, and would give liberally, and not upbraid, I might venture. So, in accordance with this, my determination to ask of God, I retired to the woods to make the attempt. It was on the morning of a beautiful, clear day, early in the spring of eighteen hundred and twenty. It was the first time in my life that I had made such an attempt, for amidst all my anxieties I had never as yet made the attempt to pray vocally. After I had retired to the place where I had previously designed to go, having looked around me, and finding myself alone, I kneeled down and began to offer up the desires of my heart to God… I saw a pillar of light exactly over my head, above the brightness of the sun, which descended gradually until it fell upon me… When the light rested upon me I saw two Personages, whose brightness and glory defy all description, standing above me in the air. One of them spake unto me, calling me by name and said, pointing to the other—This is My Beloved Son. Hear Him!”
The resurrected Lord, Jesus Christ, then gave Joseph Smith instructions and revelation necessary to begin the restoration of all things and the organization of His church in the latter days. Just as Jesus was the great organizer and teacher of His church in the meridian of time, the great “high priest” as Paul puts it, so today, He is the head of His church and kingdom in the last days – the Church of Jesus Christ of Latter-day Saints. Priesthood keys and authority have been restored. Christ’s apostles and prophets again walk the earth and speak with authority in His name as did Paul and Peter and others in the Bible.

Joseph Smith declared: “And now, after the many testimonies which have been given of him, this is the testimony, last of all, which we give of him: That he lives! For we saw him, even on the right hand of God; and we heard the voice bearing record that he is the Only Begotten of the Father.” [Doctrine & Covenants 76:22-23]

I, too, testify that it is true and urge you to learn more about the church. I think you will be surprised at the richness and depth you will find in the restored gospel of Jesus Christ.