@Denise-D Hi Denise, it is good to see you asking these questions and seeking to understand.
The understanding of the association between guilt and our sin, along with how God has provided freedom for us and the method of that freedom are things that the Spirit of God reveals to us as we study the Word (John 16:8-11).
The promise is that if the Son sets us free we will be free indeed (John 8:34-36) but the process He uses is through giving us bad news (the Law) and then good news (the gospel), as He works in our hearts.
The passage below shows the result of Jesus' work in the hearts of people:
Isaiah 61:1 (NIV-WS) The Spirit of the Sovereign Lord is on me, because the Lord has anointed me to proclaim good news to the poor. He has sent me to bind up the brokenhearted, to proclaim freedom for the captives and release from darkness for the prisoners,
This shows that, by nature and by practice, we are poor brokenhearted captives who are guilty in sin, locked up under the power of darkness. But the work of Jesus is to give us good news. He works in our hearts setting us free from sin's guilt (captivity) and releasing us from sin's power (darkness).
All of this is by His Spirit through His Word.
If you have more questions there are others here who can interact and give input too. Meanwhile I'm praying for you that the good news will be amazingly good to you as you continue on.