2 Corinthians 7:10 (NKJV)
For godly sorrow produces repentance leading to salvation, not to be regretted; but the sorrow of the world produces death.
Paul speaks of two kinds of sorrow, two kinds of results. One result is salvation the other is death. We've all felt sorrow, the worldly kind. Something bad happens to us and we feel wronged, bitter or angry. Or we cause something bad to happen in which case we are embarrassed, ashamed, or even horrified. But these worldly sorrows are about us or they may even about others. What is Godly sorrow then? What ever it is, it produces repentance. Repentance means change or to turn away from one thing and turn to another. Biblically speaking, it means turning toward Jesus Christ. The kind of sorrow that does this is the kind that sees the cause of the sorrow as sin and sees the one chiefly offended as God.
King David sinned with Bathsheba and against Uriah. The impact of his sin was devastating to many people. David felt Godly sorrow which led him to repentance. In is prayer of confession to God, this is what David said about his sin:
Psalm 51:4 (NIV)
Against you, you only, have I sinned and done what is evil in your sight, so that you are proved right when you speak and justified when you judge.