In the first chapter of 1 Thessalonians, the Apostle Paul tells the Christians to whom he was writing that he had confidence they were chosen by God, because when the Gospel was preached to them, the result was deep conviction on their part.
Conviction is a feeling of guilt and remorse for all the sins committed against a holy God. Throughout the history of the Christian church, conviction was a big part of what went on in the life of a person presented with Jesus’ message. In our modern version of Christianity, we don’t see or hear of much of it. Maybe it’s because of the way we present it — just instructing individuals to say a sinner’s prayer and trust that their names are written in the book of life with no real sensing of a need to change their ways.
The truth of the matter is that all have sinned and are in need of a savior, but God cannot help someone to change unless they will admit they are sick and need a physician. (Spiritually speaking, that is.) The Scripture teaches that we must repent, which is feeling sorry for our sins — sorry enough to change the direction our life is going. It is the Holy Spirit that convicts or convinces us that we need to change.
If you have not come to the place of conviction, God is faithful through his spirit to bring you to that place, and you can have confidence that you are chosen by God.
You have to desire to be in a right relationship with God. But if you will humble yourself before him, he will give you the desires of your heart.