You can feel extremely good because of what Christ has accomplished for you. But Christians have nothing to boast about, as the apostle Paul makes clear when writing to the Christians at Ephesus, and reminding them of all that God has done for them to be Christians:
“And you He made alive, who were dead in trespasses and sins, in which you once walked according to the course of this world, according to the prince of the power of the air, the spirit who now works in the sons of disobedience, among whom also we all once conducted ourselves in the lusts of our flesh, fulfilling the desires of the flesh and of the mind, and were by nature children of wrath, just as the others. But God, who is rich in mercy, because of His great love with which He loved us, even when we were dead in trespasses, made us alive together with Christ (by grace you have been saved), and raised us up together, and made [us] sit together in the heavenly places in Christ Jesus, that in the ages to come He might show the exceeding riches of His grace in His kindness toward us in Christ Jesus. For by grace you have been saved through faith, and that not of yourselves; it is the gift of God, not of works, lest anyone should boast. For we are His workmanship, created in Christ Jesus for good works, which God prepared beforehand that we should walk in them.” (Eph 2:1-10 NKJV)
Grace is God's undeserved favour. Somebody (I don't know who) said GRACE is God's Riches At Christ's Expense.
Now of course, from the unbelieving world's point of view, becoming a Christian is something that a person accomplishes for themselves (by being good, by "going to church", by being sincere, etc.) But Jesus says that His followers are no longer of the world; they have new life in Him.