From a section entitled “The Assurance of Faith” in “The Bondage of the Will,” Luther’s Works, 33:288-89.
For my own part, I frankly confess that even if it were possible, I should not wish to have free choice given to me, or to have anything left in my own hands by which I might strive toward salvation. For, on the one hand, I should be unable to stand firm and keep hold of it amid so many adversities and perils and so many assaults of demons, seeing that even one demon is mightier than all men, and no man at all could be saved; and on the other hand, even if there were no perils or adversities or demons, I should nevertheless have to labor under perpetual uncertainty and to fight as one beating the air, since even if I lived and worked to eternity, my conscience would never be assured and certain how much it ought to do to satisfy God. For whatever work might be accomplished, there would always remain an anxious doubt whether it pleased God or whether he required something more, as the experience of all self-justifiers proves, and as I myself learned to my bitter cost through so many years.
But now, since God has taken my salvation out of my hands into his, making it depend on his choice and not mine, and has promised to save me, not by my own work and exertion but by his grace and mercy, I am assured and certain both that he is faithful and will not lie to me, and also that he is too great and powerful for any demons or any adversities to be able to break him or to snatch me from him. “No one,” he says, “shall snatch them out of my hand, because my Father who has given them to me is greater than all” [John 10:28f.]. So it comes about that, if not all, some and indeed many are saved, whereas by the power of free choice none at all would be saved, but all would perish together. Moreover, we are also certain and sure that we please God, not by the merit of our own working, but by the favor of his mercy promised to us, and that if we do less than we should or do it badly, he does not hold this against us, but in a fatherly way pardons and corrects us. Hence the glorying of all the saints is in their God.