Archbishop Maximus of the Apostolic Orthodox Church (Pennsylvania) shares the Gospel answer to the question: 

Even though I’ve accepted Jesus Christ as my Savior, I don’t see any change in my behavior! What should I do?
I Accepted Jesus, So Why Haven't I Changed?

To make your faith real and effective, focus on building a personal relationship with Jesus. He is alive and hears your prayers, but as a beginner, it may not be easy to hear His voice directly right now. Start by reading the Gospel, treating it as God’s direct message to you, and follow its guidance.
Pray regularly, asking Jesus to reveal Himself and enter your life. Keep praying, obeying what you read in the Gospel, and turning from sin, until you begin to notice these signs:

1-  You feel God’s peace and inner rest.
2-  You sense God’s presence and love, which fills you with love for others.
3-  You lose the desire to sin and can forgive those who hurt you.
If you notice these, it means Jesus has entered your life and the Holy Spirit is working in you. Continue praying and reading the Gospel daily to grow in your relationship with Him and experience His love more deeply.