One of my bed rooms and the adjacent bathroom suddenly lost power. I checked and found out that there is no “Neutral” coming into this area. I confirmed this by running a parallel wire from the Neutral connection at the Main Panel from the circuit breaker that supplies power to that room. When I connected this wire the power is back to the room. How can I locate the First junction box that distributes Neutral into the room?
I opened several power outlets and power switches looking for loos connection, but everything looks OK.

You can use an extension cord for your neutral referance, and a hot reference.
I would check all hot and neutral connection in the panel and on the breakers.
With your neutral jumper and light/power is restored, then turn off breakers off 1 by 1 to identify the circuit. Then check and see what neutral leaves the panel with that circuits hot. Double check that neutral. If more than 1 circuit leaves with this circuit, identify all that do. Turn off those breaker(s) and see what is off and no power, should be in one of those boxes.
When all lights and recepticles have been identified to be on that circuit, check last good, and first bad receptacle.
Even though you haven't found it, it is still most likely in a box.

Stratmando, Thanks for the reply.
I did find the bad neutral onnection. It was in the one of the power outlets in the room. Looks like this is the outlet that distributes the power and neutral to the entire room and the bathroom.