A reasonably good summary, af_vet.
The Bible says God knows His own, He will not lose one of them, that God knows His elect from the foundation of the world, etc.
Yet we are told to make our calling and election sure, and to persevere to the end.
So, the truth seems to be that if we are truly saved, we can never be lost. We could get really anxious about whether we are truly saved, or just humbly persevere, leaning upon Jesus every moment, which I think is the right course.