The parable stresses that not only are God's people lost in the wilderness of sin by nature, but even during their entire life, after they are saved, they constantly stray away. This is emphasized in many places in Scripture. The people of God are called sheep in Scripture for especially two reasons. God's people are sheep because they are chosen eternally by God, are purchased as God's peculiar possession by the precious blood of Christ, and belong to God's sheepfold. Secondly, Scripture calls God's people sheep because this is a proper figure to describe their spiritual condition.
Sheep are the most foolish and helpless of all animals.
They are in constant need of a shepherd. We are all sheep who are lost in the wilderness of sin and helplessly entangled in the darkness of the night of death. We have forsaken God and His covenant and walked in our own way. By this we put ourselves in constant spiritual danger. This is true all our life long as we manifest ourselves again and again as lost sheep.