What is a Christian? A Christian is one who has been "saved". Saved from what? If you ask the average Christian, they may not know.
We've been saved from God himself. The very wrath that is to be poured out on sinners in judgment will pass over us because through faith we have been saved by grace.
"For by grace you have been saved through faith. And this is not your own doing; it is the gift of God, not a result of works, so that no one may boast." – Ephesians 2:8-9