Romans 2: 12 For as many as have sinned without law shall also perish without law: and as many as have sinned in the law shall be judged by the law; 13 (For not the hearers of the law are just before God, but the doers of the law shall be justified. 14 For when the Gentiles, which have not the law, do by nature the things contained in the law, these, having not the law, are a law unto themselves: 15 Which shew the work of the law written in their hearts, their conscience also bearing witness, and their thoughts the mean while accusing or else excusing one another;)
The Jews felt they were given the law so they had favor with God. They had heard the law but hearing alone is not good enough. One must keep the law not just hear. Could any Jew say they had kept the law? On the other hand the Gentiles were not given the law. They did though have a conscience which reproved them of sin. Jew and Gentile are both condemned for the same reason. They are condemned because they sinned. They sinned in Adam and they sin in life. Proof that a Jew and a Gentile are both condemned is that they both die. Both are under the condemnation of sin.
Romans 6:23 For the wages of sin is death; but the gift of God is eternal life through Jesus Christ our Lord.
The Jews saw they were better than the Gentiles. The Gentiles would be called dogs. Paul wants us to see that this mindset is wrong. If you believe that your morality impresses God, you are wrong. Sinners cannot impress God. God does not look to sinners for satisfaction. God looked to God for this. Paul wants us to feel hopeless in the face of God so that we would lean upon the savior. All may seem bleak but look at what Christ tells us in Matthew 11:
Matthew 11:28 Come unto me, all ye that labour and are heavy laden, and I will give you rest. 29 Take my yoke upon you, and learn of me; for I am meek and lowly in heart: and ye shall find rest unto your souls. 30 For my yoke is easy, and my burden is light.
How easy can the burden Christ placed upon us be? I tell you it is too easy to imagine. It is so easy that most cannot see it. He has already taken care of our affairs with God the Father. Paul will show us in the coming chapters just how this was accomplished.