At the heart of sin is attempting to put something in the place of God. Let's take the example of sexual lust. According to Jesus, sexual lust is clearly a sin,
"But I say to you that everyone who looks at a women with lustful intent
has already committed adultery with her in his heart." Matthew 5:28
A common misconception of both Christians and non-Christians alike is to assume that sexual lust is a sin because sex is bad in itself. This couldn't be further from the truth. Sexual lust is a sin because it is taking something that God made for our good, and perverting it. Sexual lust is a sin because it is looking to find our ultimate need for intimacy in sex. It is trusting in sex to fill a void only God was meant to fill.
Sexual lust promises a false intimacy. Lust says, "Long for what you cannot have and you will be happy."
The gospel promises true intimacy. The gospel says, "Rejoice in what you do have in Jesus, and you will be happy."
Our desire for intimacy is not wrong. But, it becomes sin when we look to fill this need with something other than God. Jonathan Dodson points out in his book, "Gospel Centered Discipleship" that we need to continually remind ourselves of the false promises of sin verse the true promises of Christ. Lust will never satisfy. It leaves us feeling empty and craving more. It never truly quenches. Jesus truly satisfies. He delivers on his promises.
*much of the above was taken from Jonathan Dodson's, "Gospel-Centered Discipleship."