Use the allPageItems (array) property and filter the TFs with a condition like: (myItem instanceof TextFrame).
There is no reason to select while scripting. You can address them without selecting them.
Use allPageItems to get an array of all page items at any level, and loop...
Your response came 50 minutes BEFORE the OP...
I am sorry I used the wrong word, I do not want to "select" all paragraphs without style, I want to address them and select the first one for the user to choose a style for it.
Thank for your answers, I'll use allPageItems.