Romans 6:1-2
"What shall we say then? Shall we continue in sin, that grace may abound? God forbid. How shall we, that are dead to sin, live any longer therein?"
Grace is a Gift, just as Salvation is a Gift given by God. But we are given these Gifts for a reason. What use is it if you understand the Gift of grace but still fall to sin in your own life? God makes it clear that He understands that we, as human beings, can sin. John Bevere makes a great analogy that the gift of Grace is like a being gifted keys to a vehicle to escape from certain destruction, but not using it. That is the problem with a pure "grace" message that many churches teach. Yes, we are under grace, but it is the very gift of grace that allows us to work out our salvation with trembling (Philippians 2:12). We are not just recipients, we are active participants. If you're given a gift, you still have to unwrap it and use it to its potential. Otherwise, what good is it to simply receive a wrapped gift and have it collecting dust somewhere?