“They seem to know enough about Christianity to spoil their enjoyment of the world, and yet they do not know enough to feel happy about themselves.”

and how one fixes the problem,

“If you are unhappy about yourself…come to Him, come to His Word, wait upon Him, plead with Him, hold on to Him…He is pledged to do it and He will do it, and you will no longer be an uncertain Christian seeing and not seeing. You will be able to say: ‘I see, I see in Him all I need and more, and I know that I belong to Him.'”

~Martyn Lloyd-Jones, Spiritual Depression, 40, 48.