Recently someone asked me about how to rid themselves of the shame and the unworthiness accompanying sin. I began with the book of Hebrews. It's a very good place to begin dealing with feelings of guilt, failure and unworthyness in a straightforward and biblical way.
Do not anguish over your past sins for I have washed them away, all of them, past sin, present sin, and yes, your sins of tomorrow. ~ Jesus [Letters from God and His Christ - Volume 1 - Jesus Christs Love and Forgiveness Are With You]