"You are from below; I am from above. You are of this world; I am not of this world. I told you that you would die in your sins; if you do not believe that I am the one I claim to be, you will indeed die in your sins." (John 8:23-24)

Jesus said this in response to the Jewish pharisees who were saying:
"Will he kill himself? Is that why he says, 'Where I go, you cannot come'?" (John 8:22)
What does Jesus mean by "You are from below; I am from above"? The word "from" is translated from the Greek word ἐκ, which means, from the Greek lexicon, to be "out of, from, by, or away from." Thayer's lexicon adds "something with which there has been close connection." This indicates focus, or consciousness. Jesus was referring to their consciousness.

Jesus further defines this in the next sentence: "You are of this world." What is "this world?" It can mean nothing other than the physical world. In other words, their consciousness is focused upon the physical world. All they can think about are the trappings of this physical world, and their positions of authority. They think their positions and the physical world itself is permanent. They think and act as if their bodies will never die. They are simply focused upon themselves, and how they can exploit the physical world to their advantage.

For these reasons, Jesus says that they will die in their sins. Does he mean physical death, like the dying of the physical body? No, he means they will die spiritually. In other words, they will wallow in their selfishness, ignorant to spiritual fulfillment, and continue to live in their dark world of physical self-centeredness.

Jesus, on the other hand, is from the spiritual kingdom, where the pervading consciousness is focused upon loving and serving the Supreme Being and His associates. This is the consciousness of true happiness and fulfillment, contrasting with the emptiness that results from the focus upon our own selves - whether it be our positions of authority, our next meal or our other pursuits for physical pleasure. Jesus is indicating that when he is finished teaching, and he leaves his physical body, he will be returning to the spiritual world where God is the center.

Notice also that Jesus does not say that he will die for their sins. But doesn't Jesus die for everyone's sins, as proposed by so many ecclesiastical sectarian teachers? If Jesus would be dying for their sins, why is he saying that they will still die in their sins? Won't they be saved by his crucifixion?

Jesus answers that question here: "if you do not believe that I am the one I claim to be."

Now who does Jesus claim to be? Is he claiming to be the Supreme Being, as many ecclesiastical sectarians profess?

Jesus himself answered this question earlier in this discussion:
"You judge by human standards; I pass judgment on no one. But if I do judge, my decisions are right, because I am not alone. I stand with the Father, Who sent me." (John 8:15-16)
Jesus is very clear here. He is not God. He does not pass judgement. Rather, Jesus is God's messenger. Anyone who is sent by another is the messenger for that person. Jesus is clearly saying that God sent him.

Jesus is also saying that "I stand with the Father." What does it mean to "stand with" someone? It means to advocate on behalf of someone. It means to represent that person's interests. In other words, Jesus is saying that he represents the interests of God.

This is also completely consistent with his instructions to others about doing the will of God. Jesus is asking others to do as he is doing: Act in such a way that pleases God:
"For whoever does the will of my Father in heaven is my brother and sister and mother." (Matt. 12:50)
So why is it important that those around Jesus believe who he is, noting that he is God's messenger who is doing God's will?

If someone appreciates that Jesus is God's messenger, and they follow his teachings, then that person will also be doing God's will.

This is what will "save" us. Should we follow the instructions of God's representative, then we will be doing God's will. If we are doing God's will, we will not be doing our own will. Instead of acting selfishly, we will be acting in such a way that pleases God.

Can we really do what God wants rather than what we want all the time? This is difficult for most of us who have been self-centered for so long. While we might be able to act in a way that is pleasing to God every so often, there is only one way to sustain doing God's will: Love.
“ ‘Love the Lord your God with all your heart and with all your soul and with all your mind.' This is the first and greatest commandment.” (Matt. 22:37-38)
If we love someone, we will naturally want to do their will. Real love, however, requires knowledge. We cannot love someone we don't know. This means we have to focus on coming to know the Supreme Being. As we come to know Him, we will automatically begin to love Him (because He is the most wonderful Person). 

And as we come to love Him more and more, we will want to do His will. It is a gradual process, but one that is worth the endeavor - because this is our natural position. We were created by the Supreme Being as His loving servants - so this is what will ultimately make us happy.