We are reminded of our sinfulness by God's law and His ministers
and prophets who preach it. If the law is taught properly and we
are honest with ourselves, it is clear we fall far short of God's
requirements and our only hope is in His mercy and grace. We are
also reminded of our sinfulness by observing the world and the
actions of others - our fallen state is obvious from the pain and
suffering in this life and the evil we all commit.
One of the specific roles mentioned by Jesus for the Holy Spirit
is to 'convict the world of sin.'