The Bible describes us as sheep (Luke 15:4-7). A sheep, by nature, needs the guidance and protection of a shepherd to survive. The shepherd directs it to green pastures for physical nourishment and protects it from predators. However, if the sheep leaves the herd, it becomes lost because it can't find the shepherd by itself. Only the shepherd can look for it, find it and bring it back home.
We're sheep, and to be lost means to have wandered away from the watch and protection of the Great Shepherd, Jesus. It means to be separated from God and His love and go into the world where there's utter darkness, confusion, and danger.
To be lost is to live a sinful life that makes one prone to the enemy's attack.
However, God’s love is so great that He can go to any length to save the lost sheep. God knows that the sheep cannot find their way back to Him. Therefore, he sent His only Son, Jesus, to search for us and save us to the point that He laid His life to save us (John 10:11).
Jesus is the Great Shepherd (John 10:14, Hebrews 13:20-21). Without Him, our chances of survival in this ruthless and dangerous world are non-existent because the enemy is always wandering about, seeking the lost sheep to devour. But Jesus is equally searching for you to give your life more abundantly (John 10:10).
But Jesus wants us to believe Him. We must first believe we are sinners lost to sin and cannot save ourselves. Next is to believe that only Jesus can save us. This is when salvation becomes possible.