Confidence in Grace Is Not Presumption
They teach that one should doubt, and they say that it is not possible for a person to know whether he is in grace and has the Holy Spirit. I, too, lived this way and held this view when I was a pious monk; and if a monk could be considered holy, I, too, was holy. Yet, after I had most diligently offered my daily prayers, had confessed most honestly, had read Mass, and had done my best, if someone had asked me: Are you sure that you have the Holy Spirit? I would have been obliged to say (like others): Ah, God keep me from being so presumptuous! I am a poor sinner. I have indeed done this and that, but I truly do not know whether God will find it acceptable. --In this way I and all the rest went on in unbelief."
Source: Quoted in Ewald M. Plass, What Luther Says, A Practical In-home Theology for the Active Christian. St. Louis: Concordia Publishing House. 1959 Edition, 10th Printing (1994), p. 426.