Do you believe in Jesus, but have no assurance that you're saved? If so, it almost always boils down to one thing that you're unwilling to yield to God. For example, Jesus said to the rich young ruler, “One thing you lack. Go, sell everything you have, and give to the poor, and you will have treasure in heaven. Then come, having taken up the cross, and follow me.” The young ruler believed in Jesus; he knew that Jesus could give him eternal life. He was willing to obey God in everything–except for this one thing. And because he refused obedience, he went away with a lost soul.
Many professing Christians today are in exactly this position. You may be willing to do anything God would ask of you, or give up anything, or change any belief–except one. You wonder why you're not saved, and think, “I must just lack faith.” But you don't lack faith. You lack obedience.
When you pray, does a block or obstacle consistently come to your mind? Something that you must give up, or some action that God wants you to take–and which you've consistently refused to do? If so, that is the one thing preventing you from being saved. Will you yield on that? Will you truly give everything to Jesus Christ, and secure the salvation of your soul? If so, God's assurance will flood your soul, and you will find it a joy to walk in obedience to God!