Hebrews 8:10

For this is the covenant that I will make with the house of Israel after those days, saith the Lord; I will put my laws into their mind, and write them in their hearts: and I will be to them a God, and they shall be to be a people:    

He writes His laws into our hearts and puts them into our mind so we can walk in His ways. Without this covenant from God, we would be like the unsaved not knowing right from wrong. This is a new and better covenant showing the love and mercy of God. We have been set apart and called to be His people, and we are to walk closely to God.