Q2. How many things are necessary for thee to know, that thou, enjoying this comfort, mayest live and die happily?
A: Three; the first, how great my sins and miseries are; the second, how I may be delivered from all my sins and miseries; the third, how I shall express my gratitude to God for such deliverance (emphasis mine).
And from the Westminster Catechism,
Q32. What benefits do they that are effectually called partake of in this life?
A. They that are effectually called do in this life partake of justification, adoption, and sanctification, and the several benefits which in this life do either accompany or flow from them.
35. What is sanctification?
A. Sanctification is the work of God’s free grace, whereby we are renewed in the whole man after the image of God, and are enabled more and more to die unto sin, and live unto righteousness (emphasis mine).
And so we read that sanctification is neither an option or simply a recommended lifestyle. It is a requirement for every beleiver to pursue for Peter tells us, "He himself bore our sins in his body on the tree, that we might die to sin and live to righteousness. By his wounds you have been healed." (1 Peter 2:24 ESV) and Paul, "Since we have these promises, beloved, let us cleanse ourselves from every defilement of body and spirit, bringing holiness to completion in the fear of God." (2 Corinthians 7:1 ESV).
And finally, John Owen offers an excellent explanation
So, my friends, just how do we labor in our sanctification?