2 Timothy 1:9
…who has saved us and called us with a holy calling, not according to our works, but according to His own purpose and grace which was given to us in Christ Jesus before time began,
We are saved by grace through faith. Once we have been saved (born again), because of God's grace (receiving what we did not deserve) we have a calling to be holy, which means set apart to God, for God is holy. In 2 Corinthian 7:1 we are told to cleanse ourselves of all filthiness of the flesh and spirit perfecting holiness in the fear of God. This is what we do after we have been born again. The very reason one gives their life to Christ is to turn from the god of this world (satan) to be set apart from him and his ways unto God, walking in the example of Jesus Christ who has liberated us from the worlds destructive ways. The key here is don't focus on what you need to be set apart from, focus on Who you are being set apart to and who you now are in Christ Jesus, the new nature on the inside. We are in the world but not of the world. Therefore don't follow the worlds example, follow after Christ, looking unto Jesus the Author and Finisher of our faith and you will live a holy life set apart unto Him.