Godly sorrow

2 Corinthians
Sometimes, sorrow and grief are necessary.  As Paul writes in 2 Corinthians 7, we need to feel the pain of our mistakes in order to correct our behaviour and move on.  The key is that this sorrow comes from God's Spirit in us. Sometimes we can feel bad for no reason and try to change ourselves, or we feel bad because we got caught.  With godly sorrow, God's Spirit in us will work on our conscience and we'll be grieved because we disobeyed God.  When the Holy Spirit is involved, we have a far better chance at repentance and new life than we would on our own.
When you experience grief, sorrow, or guilt over your actions or lifestyle, ask God to work in your heart and he can renew you.