Who said it?
I am more afraid that this people have so much confidence in their leaders that they will not inquire for themselves of God whether they are led by him...Let every man and woman know themselves, whether their leaders are walking in the path the Lord dictates or not. This has been my exhortation continually.The answer: Brigham Young, "Eternal Punishment, 'Mormonism,' Etc.," Journal of Discourses, reported by G.D. Watt 12 January 1862, Vol. 9 (London: Latter-Day Saint's Book Depot, 1862), 150, as cited by Harold B. Lee, Conference Report, October 1950, 129-130. (Kudos to FAIR.)
--The Blindly Obedient Practical Mormon