No, that "we" are all the members of the body of Christ. We are those saved by Grace through faith. We are those who have believed and accepted the free Gift God has offered to all men. It's a Gift. While the wages of sin is death, the gift of God is eternal life. Man can search and search and try to keep all the laws, he can work and work and try to please God....all to no avail. Because, if man does not receive the Gift God has freely offered, he rejects God's Mercy. He rejects God's Grace. He doesn't believe what the Gospel has made clear. You can't say you haven't heard it. You have. You've been told over and over again. You just think it can't possibly be that easy.
Your biggest problem is accepting the fact that our Lord Jesus Christ is God. That He is the only Saviour any man will ever have. That He created all things. God came down from heaven and dwelt among us...He went to the cross so that we could have life. You can't claim He is a lesser God...not the High God. Until you see that, you'll miss the truth of the Gospel entirely.