If I sin, does that mean I was never saved?
The thing that causes new Christians to struggle the most is the conflict between their new identity and their old identity. They think that once they are saved, they will no longer battle the desires of the flesh and will live a perfect life. That is untrue; in fact, the battle can feel stronger because before becoming a Christian, there was no struggle.
The last thing the devil wants is for a person to accept Jesus Christ as his personal Savior. Once a person does that, the only thing the devil can do is dangle temptations and lies in his face. If Satan can cause a person to believe that he or she is failing and will never be good enough, then he has achieved his purpose: to keep a believer from living in the fullness of God's grace.
The Apostle Paul struggled with this on a daily basis. In Romans, he describes his inner struggle perfectly. I can say it no better, so I will quote the entire passage.
Romans 7:15-20: "I do not understand what I do. For what I want to do I do not do, but what I hate I do. And if I do what I do not want to do, I agree that the law is good. As it is, it is no longer I myself who do it, but it is sin living in me. I know that nothing good lives in me, that is, in my sinful nature. For I have the desire to do what is good, but I cannot carry it out. For what I do is not the good I want to do; no, the evil I do not want to do--this I keep on doing. Now if I do what I do not want
to do, it is no longer I who do it, but it is the sin living in me that does it."
Paul is saying that even though he has accepted Christ and is actively serving Him, he still battles with his flesh. We are called as believers to trample on that flesh and die to it daily. However, we will fail at times and, as Paul says in the next chapter, "Therefore there is now no condemnation for those who are in Christ Jesus, because through Christ Jesus the law of the Spirit of life set me free from the law of sin and death."
That is no excuse to sin! Romans 6:1-2: "What shall we say, then? Shall we go on sinning so that grace may increase? By no means! We died to sin; how can we live in it any longer?" Clearly, we will fail. But we are to grow from the experience, not live in it, constantly relying on God's grace to forgive.