Living day in and day out with guilt over sin that has not been properly confessed and forsaken expends a certain amount of emotional energy; it saps your emotional strength and causes you to become emotionally exhausted (i.e., depressed).
The ability to discern the thoughts and motives of your heart (especially when experiencing intense emotion) is an essential skill for the believer. Recognizing thoughts and imaginations of the heart is a prerequisite of bringing them 'captive to the obedience of Christ'.