The Bible says in John 19:28-31:
"After this, Jesus knowing that all things were now accomplished, that the scripture might be fulfilled, saith, I thirst. Now there was set a vessel full of vinegar: and they filled a spunge with vinegar, and put it upon hyssop, and put it to his mouth. When Jesus therefore had received the vinegar, he said, It is finished: and he bowed his head, and gave up the ghost. The Jews therefore, because it was the preparation, that the bodies should not remain upon the cross on the sabbath day, (for that sabbath day was an high day,) besought Pilate that their legs might be broken, and that they might be taken away."
We have all experienced the satisfaction of getting through to the end of something and we say "well that's that finished." Whatever it is, it's done, it's completed. But on the cross the Lord Jesus said, 'It is finished.' What did he mean? What was finished? Was his life finished? Well, yes he was about to die. But surely it meant more than that. Was he a disillusioned leader of a religious movement that had gone disastrously wrong and so was he saying, "it is finished, it's over"? No, not at all. The Lord Jesus had known all along that the cross was ahead of him. He wasn't taken by surprise. He knew who would betray him. He knew he would be accused by the chief priests and be crucified when his hour was come. He also knew that the message of the cross would be preached to all nations after his resurrection from the dead. No, neither he nor his cause was dead. No, neither he nor his cause was finished. But something was finished - his work of bearing the punishment of sin was finished. He was to suffer only once to atone for sin. There could be no repetition or re-offering. The Bible says that "Christ was once offered for the sins of many" (Hebrews 9:28). And that once was now coming to an end. He had suffered tremendously in his body, he had suffered terribly in his soul together with the heartache of desertion by his disciples and the cruel reproaches of his enemies. Most of all, he bore the judgement of God upon sin in his soul. That is why there were three hours of darkness and he cried out "My God, my God, why hast thou forsaken me?" (Matthew 27:46) Yes, it was finished, he had taken the full punishment of sin, even though he had no sin of his own that needed to be punished. He was "holy, harmless, undefiled and separate from sinners" (Hebrews 7:26). But he was acting as a substitute. We all know what a substitute is. When an injured footballer is carried off the pitch, the man who takes his place is a substitute. The Lord Jesus was taking the place of others. He was taking the place of sinners, bearing their guilt and punishment. He saves all who trust only in him.
Before you can really trust in the Lord Jesus and receive forgiveness for sin, you must give up all hope in yourself. You must accept what God says about you. The Bible says that "all have sinned and come short of the glory of God" (Romans 3:23). The Bible says "There is none righteous, no not one" (Romans 3:10). And it also says that "the wages of sin is death" (Romans 6:23). Yes, we deserve to go to hell, but the Lord Jesus can save us and make us fit for heaven. You cannot save yourself. No man can, no church can, only the Lord Jesus can take your sins away. The Lord Jesus invites sinners to seek him, to come to him. He says in Matthew 11:28-30, "Come unto me, all ye that labour and are heavy laden, and I will give you rest. Take my yoke upon you, and learn of me; for I am meek and lowly in heart: and ye shall find rest unto your souls. For my yoke is easy, and my burden is light."