3 Nephi 9:17

And as many as have received me, to them have I given to become the sons of God; and even so will I to as many as shall believe on my name, for behold, by me redemption cometh, and in me is the law of Moses fulfilled.

Like so much else in the gospel of Christ, becoming a son or daughter of God is a gift -- one for which we must qualify, but a gift nonetheless. When we come unto Christ through faith and ordinances, he begins the redemption process in us. As we repent, our redemption becomes more complete. We learn to sing the song of redeeming love. Our nature changes from carnal to spiritual. When we are truly converted, we are begotten unto God, born again in Christ, and thus he makes us a son or daughter. We are still not perfected, but we are on the path, through the gate, and in the fold. We recognize our Shepherd's voice, and we accept our relationship to him. We are past the servant stage and are on our way to being his friend.

Alma 5:37

O ye workers of iniquity; ye that are puffed up in the vain things of the world, ye that have professed to have known the ways of righteousness nevertheless have gone astray, as sheep having no shepherd, notwithstanding a shepherd hath called after you and is still calling after you, but ye will not hearken unto his voice!

Here is the most important mistake--the fatal mistake--people make: ignoring the Lord when they hear him. Jesus called out few sins with more vehemence than hypocrisy.  He calls after us continually. We need to develop the ears to hear and then the determination to follow.