Godly Sorrow
For godly sorrow produces repentance leading to salvation, not to be regretted; but the sorrow of the world produces death. II Corinthians 7:10 (NKJV)
There is a difference between godly sorrow and worldly sorrow.
Godly sorrow is the correct response to the conviction of the Holy Spirit. When we do wrong, He shows us, and godly sorrow over our sin leads to repentance, or a turning away from that sin. And for those who are not born-again, when the Holy Spirit convicts them, if they feel godly sorrow, they choose to repent and be born-again. It results in salvation, and it leads to eternal life.
Worldly sorrow is simply being sorry for something. When the Holy Spirit convicts them, they may feel bad about their sin, but not enough to turn to God. Being sorry is not enough. We also need to repent and turn to the Lord.
We see the difference between godly sorrow and worldly sorrow when we look at the responses of Peter and Judas to the crucifixion of Jesus. Both men betrayed Jesus. Peter denied knowing Him and Judas sold Him for 30 pieces of silver. However, when Peter saw his sin, he was heartbroken and wept bitterly. He was feeling godly sorrow and was more than ready to turn to Jesus when the opportunity presented itself. Judas was sorry that Jesus was crucified, but rather than turn to God in repentance, he killed himself. His was not godly sorrow.
Many people have gone to the altar in church to receive Jesus as their Savior, but only those with godly sorrow follow through with it and truly live for God. Godly sorrow is a good thing as it leads to eternal life. Worldly sorrow will not do anyone any good because it leads to nothing but death.