Christians have been saved from the penalty of sin, and are in the process of being saved from the power of sin (sanctification).
While we are in this world, we still sin, but less and less and we grow in the Lord.
God gives us a fabulous, iron-clad promise:
If we confess our sins, He is faithful and righteous to forgive us our sins and to cleanse us from all unrighteousness. (1 John 1:9)
When we sin, if we confess, God forgives us. Period.
But, sometimes we don’t feel forgiven, and the sin continues to haunt us.
It is possible that our sin stays on our minds because there is something the Lord wants us to do about it. We need to check that we have made things right, as far as we can, with the person or persons we’ve hurt. To the extent we can, reconcile.
It is also possible that we don’t feel forgiven because we don’t believe God’s promise of forgiveness. In that case, we’ve sinned again, this time from unbelief. Not good! We must confess our unbelief.
We don’t like it, but we will continue to sin until the Lord takes us home. We must be sensitive to the Holy Spirit, quickly recognizing and repenting from our sins, confessing our sins, and rejoicing in God’s forgiveness.