When we try things our own way, they do not work. They do not work for salvation, and they do not work for the rest of life either.
Regarding salvation, the Bible says, “All we like sheep have gone astray; we have turned every one to his own way; and the LORD hath laid on him the iniquity of us all.” (Isaiah 53:6) Walking our own way is turning astray. It is walking the opposite way than the Lord’s way. Because we have gone astray, the Lord laid upon our Savior the iniquity of us all. “Christ also suffered for us, leaving us an example, that ye should follow his steps: 22Who did no sin, neither was guile found in his mouth: 23Who, when he was reviled, reviled not again; when he suffered, he threatened not; but committed himself to him that judgeth righteously: 24Who his own self bare our sins in his own body on the tree, that we, being dead to sins, should live unto righteousness: by whose stripes ye were healed. 25For ye were as sheep going astray; but are now returned unto the Shepherd and Bishop of your souls.” (I Peter 2:21b-25)
We cannot save ourselves. Jesus bore our sins in His own body on the cross so that we might be saved from our sins and made alive unto righteousness through him. We must accept the Lord Jesus and His work on the cross for ourselves. We must turn to God from our sins and believe in Jesus with our whole hearts. "But as many as received him, to them gave he power to become the sons of God, even to them that believe on His name." (John 1:12) "For God so loved the world, that he gave his only begotten son, that whosoever believeth in him should not perish, but have everlasting life." (John 3:16)
What happens when we choose our own way? The results of choosing our own way are often disastrous. The Bible says, “There is a way which seemeth right unto a man, but the end thereof are the ways of death.” (Proverbs 14:12) If we try to choose our own way in life, we will end in death. If we try to choose our own way financially, we may very well end in ruin. If we try to choose our own way in any part of life rather than seeking the Lord and following His way, we will surely meet disaster.
What should we do? The answer is given to us in Proverbs 3:5-8, “5Trust in the LORD with all thine heart; and lean not unto thine own understanding. 6In all thy ways acknowledge him, and he shall direct thy paths. 7Be not wise in thine own eyes: fear the LORD, and depart from evil. 8It shall be health to thy navel, and marrow to thy bones.”