You, however, did not come to know Christ that way.The way to Christ is very different than the way of the world. All of us who are in Christ could attest to that, but this passage is speaking of a more fundamental difference, something more rudimentary than most might be thinking of right now.
The way of the world was just described as being "darkened in understanding" and "futile thinking" which results in a sensual, lustful lifestyle. The way to Christ is not like this. It is a way that is marked by truth and light and it leads to true pleasure instead of the temporary fulfillments of the flesh.
You might be thinking that you know this already and that you have heard this before, but consider that Paul is writing to Christians here. We usually think about this stuff when we are telling the lost about Christ. We paint this glorious picture of what life in Christ is all about, but then we don't even live in it. Paul is saying this to the Church, because they (and possibly we) have fallen back into this way of living. I am not talking about going out committing some big heinous sins, I am talking about how we live and make decisions.
A life that is marked by darkened understanding begins with a lack of communication with God. I am speaking specifically of not reading your Bible and not praying. So many Christians don't "really" do this. This lack of communication will lead to that lustful lifestyle. It won't always manifest itself in some sexual sins, sometimes it just means that you get angry more often when your life is disrupted or it could be that you will gossip when you get new information because it is enjoyable to share all of that junk.
When you begin to examine your life, ask yourself if you are in the way of Christ.