It is by grace you have been saved through faith. And this is not your own doing; it is the gift of God, (Ephesians 2:8)
To understand why we must be saved, we must first understand our need for a Savior: "For all have sinned and fall short of the glory of God," (Romans 23:3) and "the wages of sin is death." (Romans 6:23)
Even at our best, we fall short of perfection, and need forgiveness from a Holy God. He offered that forgiveness through His son, Jesus. Romans 3:24 continues:
"and are justified by his grace as a gift, through the redemption that is in Christ Jesus,"
The second part of Romans 6:23 reads: For the wages of sin is death, but the free gift of God is eternal life in ChristJesus our Lord.