Well according to the Wikipedia:

Upon arrival at the Salt Lake Valley, president of the church Brigham Young is recorded as stating, "This is the right place, drive on." Brigham Young is said to have seen the area in a vision before the wagon train's arrival. They found the broad valley empty of any human settlement.

There were several tribes in the area, but at least from the accounts I've heard before they wanted to avoid a place already settled so at least that maybe was cool, many settlers didn't care who was there. Since there were people already in the area for at least hundreds of years there was probably a good reason there wasn't a settlement there lol.

because they got thrown out of Missouri, Ohio, Illinois, etc

Crackers and salt, name a better combo