A person could actually write quite a lot about all of the good things that God has provided for us through Jesus Christ but I just want to write a bit about our Christian identity. The Bible tells us in 2 Corinthians 5:21 that Jesus took our sin and we became the righteousness of God in Christ. This is a wonderful statement that, at least in my opinion, most Christians do not fully understand. Rather than think of ourselves in light of the redemptive work of Jesus most Christians view themselves through their feelings, their good or bad deeds, and even their natural background (such as national or ethnic origin, etc).
To have an effective life as a Christian we need to do as it says in Colossians 3:2 and "exercise our mind" on things above because our real life, who we really are, is hidden in Christ. When facing difficult circumstances too many Christians wilt because they have no real Christian confidence (based on who they are in Christ), they only have their own self confidence (based on who they are from a natural standpoint). Instead of boldly facing any challenge of life that comes to them they shrink feeling inadequate to do what is necessary to succeed. If we focus on who we are in Christ we can have a true Christian confidence knowing that God is on our side (Romans 8:31), God will help us (Hebrews 13:6), and He will lead us triumphantly at all times (2 Corinthians 2:14)! In ourselves we really don't amount to much but with God on our side and Jesus as our Savior we can have great Christian confidence.