New to Christianity?

The following is a simple introduction to the Gospel, the basic teaching of salvation in the Christian faith.

The fool hath said in his heart, There is no God. Corrupt are they, and have done abominable iniquity: there is none that doeth good. God looked down from heaven upon the children of men, to see if there were any that did understand, that did seek God. Every one of them is gone back: they are altogether become filthy; there is none that doeth good, no, not one.
— Psalm 53:1-3 (KJV)

First, scripture plainly teaches that we are in ourselves sinners and separated from God.

What then? Are we better than they? No, in no wise: for we have before proved both Jews and Gentiles, that they are all under sin; As it is written, There is none righteous, no, not one: There is none that understandeth, there is none that seeketh after God. They are all gone out of the way, they are together become unprofitable; there is none that doeth good, no, not one.
— Romans 3:9-12 (KJV)
All we like sheep have gone astray; we have turned every one to his own way; and the LORD hath laid on him the iniquity of us all.
— Isaiah 53:6 (KJV)

So, since we are all sinners, are we left without hope? Not at all, for scripture is clear that God saves sinners. 

But God, who is rich in mercy, for his great love wherewith he loved us, Even when we were dead in sins, hath quickened us together with Christ, (by grace ye are saved;) And hath raised us up together, and made us sit together in heavenly places in Christ Jesus: That in the ages to come he might shew the exceeding riches of his grace in his kindness toward us through Christ Jesus. For by grace are ye saved through faith; and that not of yourselves: it is the gift of God: Not of works, lest any man should boast.
— Ephesians 2:4-9 (KJV)

So we see here that salvation is entirely of God, given to us entirely by His free and sovereign grace; we simply embrace this grace by a real and lively faith in Christ alone.

Even the righteousness of God which is by faith of Jesus Christ unto all and upon all them that believe: for there is no difference: For all have sinned, and come short of the glory of God; Being justified freely by his grace through the redemption that is in Christ Jesus:
— Romans 3:22-24 (KJV)
Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: Teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you alway, even unto the end of the world. Amen.
— Matthew 28:19-20 (KJV)

Having our faith in Christ, we repent of our sins and come to Holy Baptism and the Lord’s Table. We pursue more knowledge of Christ and more instruction from the Holy Scriptures.

The grace of our Lord Jesus Christ be with you all. Amen.
— Revelation 22:21 (KJV)
What is your only comfort in life and death?

That I am not my own, but belong with body and soul, both in life and in death,  to my faithful Savior Jesus Christ.  He has fully paid for all my sins with His precious blood, and has set me free from all the power of the devil. He also preserves me in such a way that without the will of my heavenly Father not a hair can fall from my head; indeed, all things must work together for my salvation.  Therefore, by His Holy Spirit He also assures me of eternal life and makes me heartily willing and ready from now on to live for Him.
— Heidelberg Catechism, Question 1