Much of the Christian life is about becoming what God already declares you to be. He calls you, "Son," "Daughter," "Beloved," and "Chosen." You are these things and yet you need to become them. Does this make sense?
For example, when you, men, are first married, you are called husband. Add forty or so years to your experience as a husband, especially if you are mindful of growing in Christ-likeness and your capacities as a husband look very different. You became, more fully, what you are.
"Son," and "Daughter" describes the nature of your relationship with God. You are not just anyone- you are part of His family. Not just any part- not a cousin or some distant relative, but a child! This is what you are and yet you get to grow into the fullness of this identity. This is a process. Please don't let the fact that it's a process discourage you.
"Beloved" and "Chosen" (See 1 Thessalonians 1:4) describe your value. You are called "Beloved" because you are loved and "Chosen" because you are selected. These are present realities, yet we seem to have difficulty living into them. Experiencing being God's beloved is as uncomplicated as this: BE LOVED. This means, receive God's love. Make it your ambition to let God make you the object of His affection. Also, it is true that you are chosen. Among other things, this means "not rejected." Implied in the idea of being chosen is that you are attractive to God and you have significance.
Uncomplicated? Yes, but it is perhaps the greatest challenge of our lives to live into these realities. The Christian who believes that she is "daughter," "beloved," "chosen" and grows in her conviction of these things, functions as "more than conqueror."
The best way I know to grow in the conviction of who you are is to consistently invite the Spirit to make this real to you. Please invite Him to do this, now!