What is Sin?

Sin is anything that is not of love...Romans 13:8-10 and Matthew 22:36-40
Sin is anything that is not of faith...Romans 14:23

Faith comes by hearing the Word of God and works by love so faith and love are always intrinsically connected...Romans 10:17 and Galatians 5:6

The Whole World is Already Saved because Christ Died for the Sins of the World?

It is true. Christ did die for the sins of the whole world. But Jesus told Nicodemas, "You must be born again (John 3:7) with that simple statement He refuted the teaching that everyone is automatically saved just because He died for the sins of the world.

The apostle further elaborated on this when he wrote, in Romans 10:13-14, that all who call upon the name of the Lord shall be saved. He went on to ask, "How then shall they call on Him in whom they have not believed and how shall they believe in Him of whom they have not heard and how shall they hear without a preacher?" 

Indeed, how beautiful are the feet of them that preach the good news of God's peace with man and bring glad tidings of good things!