Many Muslims believe it is conceited to have assurance of salvation. However, it is not conceit that gives me (as a Christian) assurance I will live in heaven for eternity. It is my belief in the grace of God. In fact, it could be considered conceited to believe you might make it to heaven by your own good works rather than by the grace of God. As it says in Ephesians 2:8-9, "For it is by grace you have been saved, through faith -and this is not from yourselves, it is the gift of God- not by works, so that no one can boast."
Even Muhammad was unsure of his own salvation. He said in Sahih al-Bukhari Hadith 5.266, "By Allah, though I am the Apostle of Allah, yet I do not know what Allah will do to me." If not even the great prophet Muhammad could not be sure of his own salvation, how could the average Muslim ever hope to reach Paradise? Why would you want to follow a man who cannot even know where he'll be for eternity? Isn't that a bit of a risk?
We cannot focus on our own works to earn salvation. No matter how many good deeds we perform, we can never cover up the sins we have already committed without God's forgiveness. The apostle James, brother of Jesus, said clearly in James 2:10, "For whoever keeps the whole law and yet stumbles at just one point is guilty of breaking all of it."
Christ came into the world to give God's creation a peace and assurance of His salvation because of His vast mercy and grace. In Luke 23:43, as Jesus was dying on the cross, He gave assurance of salvation to a thief who had certainly done many wrong things in his lifetime- enough to cause him to receive the death penalty from the Roman government. After a lifetime of sin and mistakes, the thief was told by Jesus with confidence, "Assuredly, I say to you, today you will be with me in paradise."
Unlike the prophet Muhammad, Jesus gives assurance that one day you can spend eternity in heaven because of the grace of the almighty God, so long as you believe in Jesus Christ as your Savior.
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