After John Wesley had been preaching for some time, some one said to him, "Are you sure, Mr. Wesley, of your salvation?" "Well," he answered, "Jesus Christ died for the whole world." "Yes, we all believe that; but are you sure that you are saved?" Wesley replied that he was sure that provision had been made for his salvation.
"But are you sure, Wesley, that you are saved?" It went like an arrow to his heart, and he had no rest or power until that question was settled. Many men and many women go on month after month, and year after year, without power, because they do not know their standing in Christ; they are not sure of their own footing for eternity. Latimer wrote Ridley once that when he was settled and steadfast about his own salvation he was as bold as a lion, but if that hope became eclipsed he was fearful and afraid and was disqualified for service. Many are disqualified for service because they are continually doubting their own salvation.
Moody’s Anecdotes, pp. 101-102.