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Do you mean to go to the first error field on the form when the form is submitted? I have tried creating a new form in my account and see the form is going to the first error when it is submitted.
I have also checked your JotForm and it looks like that the issue is form specific due to the design/theme applied. There are no specific option to enable this feature and it should work normally. Could you try creating a new form and see if that works at your end?
Please get back to us if you need any further assistance. We will be happy to help.