I don't know all the reasons why you've taken the wrong road in life - but I do know there's a big difference between just knowing the truth and actually following it.
What makes the difference? I would sum it up in one word: commitment. We may know what is right and wrong - but unless we're committed to doing what is right and avoiding what is wrong, we'll find ourselves turning from it (just as you have done). Over the years, I've had many people say to me, "Well, I know I shouldn't do this, but I'm going to go ahead and do it anyway." No matter how much I warned them of the consequences, they often refused to listen. They weren't committed to doing what is right.
This is why the most important decision you can make right now - and the one you need to make - is to commit your life to Jesus Christ. God doesn't want you to spend your life bogged down in sin and shame. He loves you and wants what is best for you - and the proof is that His only Son was willing to die for you. Don't let another day go by without Christ, for you need His forgiveness, and you need His strength to resist temptation.
When you give your life to Him, He will come to live within you by His Spirit, and you'll find you have a new desire to do what is right. The Bible says, "So we make it our goal to please him" (2 Corinthians 5:9). You can't undo the past - but with Christ in your heart you can change the future.