What does Jesus save us from?

Jesus is the most important figure in all of human history.  He is God in flesh (John 1:1,14; Col. 2:9), physically risen from the dead (John 2:19-21), Lord (Luke 24:34), and Savior (Acts 5:30-32).  He came to die for sinners (Rom. 5:8) and to deliver people from the righteous wrath of God upon us.

Are you a sinner?

I ask you, are you a sinner?  Have you ever lied, stolen, lusted, coveted, or been angry with someone unjustly?  If so, then you have broken the Law of God.  God has said "You shall not steal; You shall not lie; You shall have no other gods before Me; You shall not murder, etc.," (Exodus 20).  He has given the standard of righteousness and if you have broken any of God's commandments then you have fallen short of that standard and are under the inevitable judgment of God.  When you die, you will face Him and on the Day of Judgment He will punish all sinners.
If you do not like this teaching, then throw away your Bible and turn from Christ, for this is the message of God's word — that Jesus came to die for sinners and to save them from the wrath to come.
Jesus is the One you need.  Him alone.  Not your works (Rom. 3:10-12; Isaiah 64:6).  Not your sincerity.  Not your goodness.  You have nothing to offer God except your sinfulness.  It is only by the love and grace of God found in Jesus and His sacrifice that you can be delivered from the righteous wrath of God upon all who have broken His law.  Jesus saves you from God.

God's wrath on the Day of Judgment is upon sinners

On the Day of Judgment God will judge all people for their sins against Him.  He will judge all who have lied, stolen, cheated, lusted, dishonored their parents, etc.  He will do this because He is holy and righteous.  God must punish the sinner.  God cannot and will not ignore the person who has broken His righteous law.  The Law is a reflection of the character of God.  Therefore, to break God's law is to offend God and deny the holiness of His character.  He will be vindicated.  He will judge.
The Bible says that all have sinned and fallen short of the glory of God (Rom. 3:23).  That means that your sins have caused a separation between you and God (Isaiah 59:2) and the result is death (Rom. 6:23) and wrath (Eph. 2:3).  The only way to be saved from the wrath of God, is to be saved from it by faith in Christ (Eph. 2:8-9; Rom. 5:1).  You must trust in what Jesus did on the cross to forgive you of your sins and not trust anything else, not even your own sincerity or works.  It is Jesus and only Jesus who can turn away the righteous judgment of God upon the sinner.

The Gospel

The gospel is that Jesus died for sinners on the cross, was buried, and rose from the dead (1 Cor. 15:1-4).  His death was a sacrifice that turns away the wrath of God (1 John 2:2).  This is the only way to be saved.
Jesus is the one who died for the sins of the world (1 John 2:2).  He is the only way to the God the Father (John 14:6).  He alone reveals God (Matt. 11:27).  He has all authority in heaven and earth (Matt. 28:18).  It is only through Him that you can be saved from God's wrath (Eph. 2:3).  He can forgive you of your sin (Luke 5:20; Matt. 9:2).  He can remove the guilt that is upon your soul.  Jesus can set you free from the bondage of sin that blinds your eyes, weakens your soul, and brings you to despair.  He can do this because He bore sin in His body on the cross (1 Peter. 2:24) that those who trust in Him would be saved.
If you are not a Christian, and want to be delivered from the righteous judgment of God upon you due to your sin against Him, then come to the One who died for the sins of the world.  Come to the One who died for sinners (Matt. 11:28).  Turn from your sins.  Believe and trust in Jesus.  Receive Jesus, who is God in flesh, who died and rose from the dead (1 Cor. 15:1-4) as your Lord and Savior.   Ask Jesus to forgive you of your sins.  Receive Christ (John 1:12).  Only He can wash you clean from your sins and only Jesus can deliver you from the righteous judgment of a holy and infinite God.  Pray to Jesus.  Seek Him.  Ask Him to save you.
He will.
I would like to note, that the Jesus of Mormonism (the brother of the devil), the Jesus of the Jehovah's Witnesses (an angel made into a man), the Jesus of the New Age (a man in tune with the divine consciousness), etc., cannot save you from your sins.  Faith is only as good as the person in whom you put it... the Jesus of the Bible.  Jesus is God in flesh, the creator.  God is a trinity and Jesus is the second person of the trinity.