Just believing you are a Christian and 'saved' does not guarantee that this is so. While it is true that a man is saved by his faith in Christ, presuming you have faith and actually having faith are two distinct things.

The Law states that there must be death for sin.  In some cases that meant literal death, that is stoning to death the offender, but otherwise it necessitated a sacrificial offering for sin – the death of an animal, by the shedding of blood, as an offering on behalf of the penitent.  It can be seen then, under Law, that while there is no mercy for some sin, there is mercy for other sin, but only through the shedding of blood in an intermediary offering.  While this gives us insight, in relation to Christ and His offering for sin, it also poses problems in the hearts of some legal-minded men.