Sin is not just sexual sin or murder, it includes being greedy, jealous, and envious. All that we think in our imaginations is known to God. All includes me and it also includes you. God is holy and just therefore He punishes sin. For the wages of sin is death, but the gift of God is eternal life in Christ Jesus our Lord.
Sin carries the death penalty.
There are two kinds of death referred to in the Bible - physical death and eternal spiritual death. Eternal spiritual death means going into torment in Hell forever and ever, it means separation from God, from goodness, from truth, from sanity, from happiness and light. It is eternal torment and disintegration. When we refuse to follow God and obey Him we are rebelling against our Creator and the Source of Life. If we rebel against the Creator it is us who lose.