If being a Christian were a crime, would there be enough evidence to convict you in court? It's easy to jump to a quick "yes", but let's stop and think about this for a moment. Would someone else be able to tell, solely from our actions, that we are Christians? If our actions are not different than those of this world, then our answer must be "no".
Paul was thankful to God for the church in Rome, since its faith was being talked about. It was as if people around the known world were saying that, in the church at Rome, there were true followers of Jesus Christ. They stood out because of their faith.
What can we do to stand out in the world? To show the world that, although we are in it, we are not of it? There are several things we can do. In fact, we must do these things if we are to consider ourselves true followers of Christ.
First, we must seek to honor God with every decision that we make. This means that we must know what types of actions honor God. This is often very difficult to practice, especially when we don't entirely understand our situation. However, when we study God and His word, it becomes easier for us to honor Him, which leads me to the next item.
Second, we must seek to know God. We do this through studying and meditating on His word and through prayer. When we study His word, we must be willing to obey it. When we pray, we must mean what we say to God.
Third, we must seek to imitate the example of Christ. Christ was God in the flesh. Everything that Jesus did honored God. This being the case, we must imitate His example.
When we do these three things, we begin to stand out in the world. People begin to look at us in a different way. People begin to say that we must be Christians, because that is what our actions are showing.