How can I make spiritual progress if I've committed sinful activity?
Sinful activity slows down spiritual progress—just as pouring water on a fire we're trying to start makes starting the fire more time-consuming than it needs to be. But the path of spiritual progress is always open to us, as long as we faithfully follow it. Krishna says in the Bhagavad-gita, "Even if one commits the most abominable action, if he is engaged in devotional service he is to be considered saintly because he is properly situated in his determination."
In the purport to that verse, Srila Prabhupada says, "Krishna consciousness is so strong that such an occasional falldown is at once rectified. Therefore the process of devotional service is always a success."
We've been in the material world for longer than we can imagine. Over time, we've picked up many bad habits as a result of our conditioning by the modes of nature. It should be no surprise if we don't find making spiritual progress in Krishna consciousness easy.
However, Krishna helps those who help themselves; when we constantly hear about Him and hear His instructions, He Himself removes our unwanted habits:
"By regular attendance in classes on the Srimad-BhagavatamBhagavatam and by rendering of service to the pure devotee, all that is troublesome to the heart is almost completely destroyed, and loving service unto the Personality of Godhead, who is praised with transcendental songs, is established as an irrevocable fact." (Srimad-Bhagavatam, 1.2.18)
Everyone in the material world has committed sinful activity (or else we wouldn't be here), but practicing Krishna consciousness—beginning with hearing and chanting about Krishna—is so satisfying that we gradually become addicted to it. Our taste for sinful life then naturally fades away. Of course, it helps to remember and regret our previous sinful mentality and activities, so we can be grateful for the progress we've made and be very careful and prayerful to not fall back into degraded life.