When we confess our sins and put our faith and trust in Christ alone for our salvation, God takes away all our guilt - absolutely and completely. The psalmist declared, "I said, 'I will confess my transgressions to the Lord' - and you forgave the guilt of my sin" (Psalm 32:5). Think of it: We are forgiven!
But this doesn't mean that all the sins of the past will suddenly vanish, and we'll no longer have to deal with their consequences. Sin always has consequences - always. The devil tries to convince us that this isn't so, and that we can ignore God's laws and get by with it - but that's a lie (like everything else he tells us). The guilt for our sins is gone when we come to Christ - but the consequences often remain.
Don't let this discourage you, however, because something is different about your life now: God is with you! You no longer have to face your problems and temptations alone. God has come to live within you by His Holy Spirit, and He will help you as you turn to Him. The Bible says, "The Spirit helps us in our weakness" (Romans 8:26).
Each day, turn your problems over to Christ, and ask Him to give you the strength and the wisdom to deal with them. He can even use them to draw you closer to Himself, and to learn to trust Him more fully. Remember: We're never alone when we know Christ.