I want to add that we have to look at the source of our doubts. It is completely normal for a human being to have doubts from time to time. Our flesh likes to tell us we are doing something wrong, or the devil will tempt us with doubt. If he can get us to doubt enough he can make us ineffective.
Then there is another issue altogether. While it is very possible, I would even say likely, for a person who has experienced saving grace to have doubt, it could spell trouble because doubt is the very opposite of faith. Please do not misunderstand, I am not saying doubt makes a person unsaved, but it does mark a point that we ought to reflect on.
Lets examine salvation for a moment. The scriptures tell us we saved by grace, through faith (Eph 2:

. That faith is to be placed on the finished work of Christ, that is in his perfect life, his death and his resurrection. Christ took our place and it is for us to trust in that for salvation. When we do that, then it is clear that we are secure in our salvation. In John 10:28-30 he tells us that have put our trust in Him that we are in his hand and no one can take us out of his hand. Then he goes further and says that we are in the Father's hand, and no one can take us out of his either. It is exciting to think about how much God loves us that he will never cast a believer out!
He is completely faithful in his promises, and thus worthy of our trust, so from whence does doubt come? Sometimes we may find doubt because of sin in our life, but remember God is just and faithful to forgive (1 John 1:9). Sometimes Satan may tempt us with doubt, but God is faithful. The scriptures tell us we will fail, but that failure does not separate a believer from God's love.
Sometimes though, our doubt comes up because we have put our faith in something that is not God for our salvation. For some it is a prayer. We think, and are often told, that if we just say this little prayer that we will be saved. Unfortunately, if that prayer is not accompanied with faith it is not going to make a person saved.
For others it is the word of a preacher who may have given a person an idea that they were saved by their word. The preacher may not have intended it that way, but sometimes people hear that on their own. We must call to remembrance that no preacher has lived a perfect life and died on a cross for our sins.
Then there is a great multitude of others who trust in their works for their salvation. The problem there is that we can never live up to God's standard of sinless perfection. Thus we must look to one who did.
I can't list every error, for there are doubtless thousands of things people can trust that they will have reason to doubt. We have no reason to doubt God.
I have written all of this because I think it is important to overcome that doubt. Examine it to see if it is temptation or if the doubt is founded. If your faith is in anything other than Christ then correct it, but if you look deep down and see that when you were saved that it was all Jesus, then rejoice in your salvation. Praise him for it, draw close to him and you will not find any greater confirmation.