"Blot out my transgressions. Wash me thoroughly from my iniquity, and cleanse me from my sin."
What a great prayer (by David). After all, if our sins are forgiven, and if we know (and even sense) this--can there be a greater blessing? Jesus died for sinners. He did not die for good people. If you are a sinner, saved by grace through faith in Christ (plus nothing)--then you are supremely happy.
What are we to do when we feel guilty? Bring the issue to God. If we believe in Jesus' atonement, then let us leave our sin there (at the cross). If we do not believe in Jesus' atonement, then we are lost, and must bear our own sin's punishment (in perdition).
[Puritan quote of the day: "The church of Christ is a common hospital, wherein all are in some measure sick of some spiritual disease or other . . . " --Richard Sibbes, in "The Bruised Reed"]