What we think is good and what is actually good are not necessarily the same thing. An obvious way to see this distinction is in the way that children choose when given a choice between candy and turnips for supper. Now of course this is actually a pretty limited analogy: candy is not intrinsically evil (nor are turnips), but an entire meal of candy is obviously not terribly healthy. Personally, I would rather pass on a turnip dinner too. But I digress. The typical child will choose a plateful of chocolate over a vegetable every single time. What he thinks is good for him is driven by what tastes good, not by any concerns about nutrition.
Now consider what the Catechism of the Council of Trent says on this subject.
Although man is continually beset by these evils, yet his greatest misery is that many of these appear to him not to be evils at all. It is a proof of the most calamitous condition of man, that he is so blinded by passion and cupidity as not to see that what he deems salutary generally contains a deadly poison, that he rushes headlong after those pernicious evils as if they were good and desirable, while those things which are really good and virtuous are shunned as the contrary.” (CCT on the 3rd petition of the Lord’s prayer)
This is why we have to deny ourselves. We become so inebriated by following the lead of our tastes (in whatever form) that we can scarcely conceive of doing otherwise. To actually do otherwise is something we might do on this or that occasion, or for some brief (and, in our view, unhappy) period of time, but very few people will make a habit of denying themselves the things that they want. This is all the worse for the wealthy because they can usually get exactly what they want when they want it. In other words, the habit of pursuing pleasure is much more readily created and more strongly reinforced in the lives of the wealthy, and this is surely why the Lord says it is so hard for the wealthy to enter heaven.
But the warning of the Catechism does not merely apply to the rich. It applies to the man who thinks adultery is good, and to the woman who shoplifts the perfect hat. They have reasons for believing what they do to be good, but they are blinded—we are all so readily blinded—by pleasures and diversions—that it is easy for us to get tangled up in a morass of misguided notions by which we attempt to justify to ourselves the things that we want and the things that we do.
If we are to overcome this, we need help. We need forgiveness of our sins, and we need the Holy Spirit’s help in ditching our pet vices and replacing them with virtues. On top of this we need instruction: we need to know that there are problems with our behavior, and that we need to change what we do if we really love God. The Christian who will not bother to learn about his faith commits a sin:
Q. 1164. How does a person sin against faith? A. A person sins against faith: 1st, By not trying to know what God has taught; 2d, by refusing to believe all that God has taught; 3d, by neglecting to profess his belief in what God has taught.
Q. 1165. How do we fail to try to know what God has taught?
A. We fail to try to know what God has taught by neglecting to learn the Christian doctrine. (Baltimore Catechism #3)
If we love God, we will keep His commandments (John 14:15). But we have to know them in order to keep them, and so we need study and learn (as the Baltimore Catechism points out above). What we take to be good and what is actually good may very well be different, and we sin against faith if we are indifferent about what God says is really good.