Have you ever had someone come up to you and try to communicate with you when you A) Had nothing in common and B) Tried to speak from experience they did not have?
From the outset it may appear as that is the case here, but rest assured you and I have more in common than you know, and though I may not have the same life experiences you've had, specifically the experience of being imprisoned, I can assure you also that tonight, I do not appeal to my own authority but to that of God writing through Paul, who composed many of his letter from inside the prison walls.
Paul understood what it meant to be in bondage. When he wrote the letter to the Ephesians he was sitting in jail and in a few short years would be facing the death penalty! What was he accused of? Proclaiming the gospel of Jesus Christ.
I don't know where you are at tonight in regard to your relationship but I too want to proclaim the gospel of Jesus Christ tonight.
Eph. 1:1-14
Check out some of the truths that light up this passage that I want you to apply to your lives and to your individual situations

Despite where you are - With Christ You Are Spiritually Blessed

Paul is writing from prison. He was not in a mansion with all the bling of Hollywood movie star, but rather he was imprisoned. Now granted Paul did have limited freedom (friends could come and visit) but often his imprisonments were in cold dark cells. So the last person to be speaking of being blessed would be Paul - yet in his opening he tells us how blessed we are in Christ Jesus.
Despite being shackled by earth's standards when you know Christ you are no longer held by earth's standards - your sphere of influence is in the heavenly places.
Why are we blessed?

God chose Us to be the recipients of Jesus Christ

God predestined us for adoption.
Gr. word literally means we gain full rights as a blood born child.
I don't know the exact truth behind this statement but some research I have seen relates that a large majority of prisoners come from dysfunctional homes. So some of you may have come from that background and you've never experienced a good father/son relationship.
The Creator of this world longs to adopt you as His child - it doesn't get much better than that. Have you grabbed onto that promise yet?

Many people outside these walls say they are not held captive. Yet everyday they give into their sinful desires and choose to chase after selfish gain than to glorify God.

You understand a little better about being held captive but being in here does not insulate you from sinful choices.
In either case it is not bars and walls that confine us but rather our sin that holds us captive and more than that it is holding us for a ransom.

That ransom is death. Rom 6:23 - For the wages of sin is death.
Paul tells us that through Jesus Christ we have received redemption. Gr. literally means to "buy back" from a ransomed state.
Here's the interesting phenomenon of this moment. All of us in this room are guilty of sinning against God. Some of us are captive (whether in khaki or not) to sin and we are being held prisoner to that. We are confined by our sin and if we die in that state we will spend eternity in hell. Others of us, and prayerfully most of us are free (whether in khaki or not) from the wages of sin because Jesus is the Lord of our life. Where do you fall?

I'm sure you are all well aware of gang affiliation and "turf wars". Each gang vying for power. This is no different from the ancient cultures. The Babylonians rose to power only to be toppled by the Assyrians only to be toppled by the Romans, etc. Each civilization had their unique marking. You knew where someone belonged based on their markings.
How many of you have heard of Thermopilae? It was an ancient battle where King Leonidas led 300 spartans against the Persians onslaught and for 6 days held the entire Persian army at bay. These were the original bad boys of the battlefield. They had distinguishing markings and they could never be anything but a Spartan.
Think about what that means to someone in those circumstances. And Paul says that when we come to know Christ as our savior we are sealed "marked" by the Holy Spirit in us.
This is not some divine gang affiliation, or the next great world power, but it's becoming a true family member in God's family. That brings freedom and redemption.