You hear Christians say it all the time: "I'm saved!"  In fact; you may have heard some Christian tell you that you need to get "saved" and never really knew what those crazy people were talking about. The truth of the matter is that some Christians don't even know what they are talking about.  Here is the truth: Christians are just like any person. We feel, we get hurt, we cry, we laugh. We are happy and sad too. So what is the difference? 

If you take all those bad parts: hurt, cry, sadness and add the Saved factor to it...though they are still there, they are not as hard to bear. the things that make you hurt, or cry or make you sad are easier to handle when you are "saved". Why is that? 

Well to be "saved", a person is redeemed. This redemption means that a person has returned back to their Father after years of running and ignoring His call to them. They go about their lives in ways that may be pleasing to them but never truly fills the hole that they feel in their heart. They continue to do things their own way and their own way leads them into hurt, pain, suffering and loss. Trouble begets trouble. So to be redeemed is to be given pardon from things that are done to get us into trouble. That pardon can only come through Jesus the Christ. 
So when we say that someone is 'saved" does it mean that they are saved from pain and suffering, from hurt and sadness? No, but when a person is saved, they are saved from the ramifications that their actions may have caused them with their true Father, the God of the universe. 
 See since God created the world and created us to be in it, He gave us specific instructions to follow. These instructions are to help us live better lives. To be healthy both physically and spiritually. Ten of those instructions are called the Ten Commandments. The ten laws were given to us so that we could live our life for the one who created us. If we were to break one of the laws in the old days, we would have been held accountable for our actions and would suffer punishment which sometimes meant death. God is very loving but like a good Father, he must lay down rules to keep us safe and to be in good realtionship with him spiritually. Other things that he commanded the Israelites were for their physical health, and if not obeyed would make them sick physically, but if they broke a spiritual law (one of the ten commandments) you could say they became spiritually sick and only God could forgive them and heal them, because they are His laws. He being the lawgiver is the only one who could forgive us if we broke one of his laws. 
This holds true today. Those laws are still in effect, but now we have a high priest who is blameless, who paid for our sins for all time upon a cross almost 2,000 years ago. His name is Jesus and he is the Christ, the Messiah that was promised would come and cause our Father's laws to be written on our hearts. If we accept the Son, Jesus Christ we are saved because we have been given a pardon from death. A pardon from spiritual death, in fact the opposite. When we are saved, we are given eternal life. 
That eternal life is given to us as a gift, you can't earn it by something you would do for God. He gives it to us for believing in his Son, Jesus and accepting him as our savior. This is why he is called Savior, because he saves us from ourselves. He saves us from eternal death, from the lake of fire which will be the final punishment for those who break the laws of God. 
See if we accept the Son, we are forgiven of that debt and given a clean slate, all through the blood that was she on the cross for us, that blood of Jesus Christ. 
So to be "saved" means you are forgiven and adopted into the family of God. You are redeemed from a life of sin, to an eternal life in Christ.