A lost sheep is, for all practical purposes a dead sheep. It is the admission that we are dead in our sins---that we have no power of ourselves either to save ourselves or to convince anyone else that we are worth saving. It is the recognition that our whole life is out of our hands and that if we ever live again, our life will be entirely the gift of some gracious shepherd. God finds us the desert of death (not in the garden of improvement) and in the power of Jesus' resurrection, he puts us on his shoulders rejoicing and brings us home.