In his book Spiritual Exercise, Watchman Nee shared what it means when a Christian says that he/she is saved:
Now let us be clear as to the meaning of the word “salvation” in the Bible. What is the objective of salvation? This may not be easily understood by new believers because they lack an accurate knowledge of what salvation is. According to the Bible, salvation is related to the world, not to hell. The opposite of eternal life is perdition (perishing), while the opposite of salvation is the world. We are to be saved out of the world. As long as we belong to the world, we are in the state of perdition.
Let us notice the four cardinal facts concerning the world as shown in the Bible: (a) The world is condemned or judged before God, (b) the world lies in the evil one, (c) the world crucified the Lord Jesus, and (d) the world is an enemy to God. Please note that the world not only sins, but has also crucified the Lord Jesus. It is therefore God’s enemy. These are the four cardinal facts of the world as God sees it. All who are in the world, irrespective of their personal conduct, are already judged and thus in perdition.
What is wrong with people in this world is far more than personal unrighteous acts of behavior. Their very position is wrong before God. How can a person forsake the world if he is still keenly aware of its loveliness? But one day he is made to see the wrong position of the world before God. However lovely the world may be, it has to be forsaken. So salvation deals with deliverance from an improper relationship with, and position in, the world.
What is meant by salvation then? To be saved is.to be released from that fraternity, that position, and that relationship of, in and with the world. In other words, I come out of the world. People are usually most concerned with their personal justification, but they need to be reminded of the place from which they have been saved. Salvation is to be saved out of the world, not only out of hell, for the world is under the judgment of God.