Psalm 51:5 Behold, I was brought forth in iniquity, And in sin my mother conceived me.

David was not confused about his past.  I remember being so zealous that I wanted everyone to also be saved.  I would tell many what I had just recently come to appreciate; Jesus Christ is Lord.  There is nothing wrong with that level of excitement (zeal).  The issue that can raise its early face is the seeming erasing of your memory, when you quickly become “holier than thou.”  This is when your conversion is so excellent, that you cannot resonate with those who have remained sinners or Christians struggling to live holy.  

This verse demonstrates a certain level of humility and introspection.  David understand that he was indeed at one point a sinner (Behold, I was brought forth in iniquity).  Since birth, he was full of sin.