Some helpful words from B. B. Warfield on why a sense of our sinfulness helps us in the fight for joy in the Christian life:
[T]here is nothing in us or done by us at any stage of our earthly development because of which we are acceptable to God. We must always be accepted for Christ’s sake or we cannot ever be accepted at all. This is not true of us only “when we believe,” it is just as true after we have believed. It will continue to be true as long as we live. Our need of Christ does not cease with our believing nor does the nature of our relation to Him or to God through Him ever alter no matter what our attainments in Christian graces or our achievements in Christian behavior may be. It is always on His “blood and righteousness” alone that we can rest. There is never anything that we are or have or do that can take His place or that takes a place along with Him. We are always unworthy, and all that we have or do of good is always of pure grace. Though blessed with every spiritual blessing in the heavenlies in Christ, we are still in ourselves just “miserable sinners.” “Miserable sinners” saved by grace, to be sure. But “miserable sinners” still deserving in ourselves nothing but everlasting wrath.
There is emphasized in this attitude the believer’s continued sinfulness in fact and in act and his continued sense of his sinfulness. And this carries with it recognition of the necessity of unbroken penitence throughout life. The Christian is conceived fundamentally, in other words, as a penitent sinner.
We are sinners, and we know ourselves to be sinners lost and helpless in ourselves; but we are saved sinners, and it is our salvation which gives the tone to our life—a tone of joy which swells in exact proportion to the sense we have of our ill-desert. For it is he to whom much is forgiven who loves much and, who loving, rejoices much.