Quoting from Anglican Dr. Phillip Cary's article "Why Luther is Not Quite Protestant: The Logic of Faith in a Sacramental Promise" in the Fall 2005 issue of Pro Ecclesia:
I do not find faith or any other good thing in myself, so I must look at Christ instead—and precisely this is faith. So if there is to be any comfort or consolation for me I must find myself outside myself—by faith alone, which means, simply by believing what Christ has to say about me in the promise of the Gospel. Who I really am is one for whom Christ died and rose, one whom Christ baptized and absolves, one to whom he gives his body and blood.This refusal to rely on experience is at the heart of Christian experience, as Luther understands it. When he speaks of experience he thinks immediately of Anfechtung, temptation or (more literally) assault: the recurrent experience of being attacked by an awareness of how offensive I am to God, a consciousness of sin and death and the devil which also shows me the weakness of my faith. In this regard Luther stresses that there is no substitute for experience:This cannot be adequately expressed in words, but our own experience is necessary in addition. This teaches what hard work it is to climb over the mountain of our own unworthiness and sins standing between God and us as we are about to pray….it is here that we feel the weakness of faith most.Christian experience is the experience of the inadequacy of our own faith. The only comfort we feel at these times of Anfechtung is the inexpressible sigh of the spirit that Paul describes, which in fact we barely feel at all:it is time to turn your eyes away from the Law, from works and from your own feelings and conscience, to lay hold of the Gospel and to depend solely on the promise of God. Then there is emitted a little sigh…and nothing remains in your heart but the sigh that says 'Abba! Father!' And so the promise produces the sigh that cries: 'Father!'At the heart of Christian experience for Luther is therefore this "sighing, of which we are hardly aware" because "we do not hear this cry. We have only the Word." The sigh of the Christian spirit is the anxious prayer of one who has no reassuring experience or feeling, and certainly not the experience of a strong faith, but only the word of promise to cling to. But the word alone is enough. That is precisely what we are to learn by experience—not by mere words, as Luther often puts it. This contrast between experience and words is not meant, of course, to devalue the word of Christ but rather to criticize the discourse of reflective faith. Talking about faith does me no good in times of Anfechtung, when only the word of God can help me. How many preachers have failed to learn this lesson? You cannot help me to have faith by telling me about faith or the experience of faith but only by preaching the Gospel, which tells me about Christ. Thus good preaching conforms to the essential shape of Christian experience, which is uninterested in faith, feeling or experience but only in the external word of Christ.