Most of us know when we have done something wrong, we don't need to be told. We have an innate sense of what is right and wrong when we are born. In this chapter Paul teaches about the Law and how the Law arouses our sinful nature. Though we know what is right and wrong, we still choose to do the wrong thing.
My favorite example is this picture ...
Though we know we are not supposed to touch the sign we want to. Why? Because we have a sinful nature that says, "Don't tell me what to do I will do what I want!"
We also have a side of us that wants to do good. Paul says we know the good we want to do, but we do the very opposite. When we do what we don't want to do, we prove that is it is sin working in us. Paul is talking about this in the first person and sharing his own struggle with sin. As a Pharisee, he knew the Law full well, but the problem for him was that he couldn't keep it, even as a teacher of the Law. As Paul sums it up, "What a wretched man I am."
Have you ever come to that conclusion? You want to be a better person, but so often you are not. But once we have fully understood the bad news, we need to hear the good news even more. So Paul says, "Thanks be to God, who delivers me through Jesus Christ." The word "deliver" means to "save or redeem", and is used in reference to a slave who is set free.
Most people in the world don't need to be told they are a sinner, they already know that. What they need to know is that there is another way through Jesus Christ! It is not about being more religious but being in a new relationship with God through Christ. As we talk to those who don't yet know Christ, we should not try to act "holier than thou". Why? Because we aren't! Focusing on what Christ has done for us was the approach Paul took, and we should use it as well.