Assuming Windows Forms:
method does not work in the Form_Load handler because, well, there's no control yet as far as the UI is concerned. In the Form_Load handler, the form is LOADED, NOT SHOWN YET.
If you're going to set the initial textbox to have focus, the normal way of doing this would be to set the textbox TabStop property to True (already set by default) and set the TabIndex to 0.
If you need to do it in code, you have to call
on whatever control you want to have the input focus DURING or AFTER the Form_Shown event of the Form.
private void Form1_Shown(object sender, EventArgs e)