What shall we say then?

Rom 6:1 What shall we say then? Are we to continue in sin that grace might increase?

Why did Paul ask this question? To whom did he ask it? Some say, that as true Christians, we don't or can't sin. Then what is with the question? He states that he is writing this letter to " all the beloved of God in Rome, called as Saints ". These are Christians. This must mean they were having some problems maintaining a consistent walk with our Lord.

Rom 6:2 May it never be! How shall we who died to sin still live in it?

I see and understand that we " are dead to sin ". I also know that our flesh is still attached to us, and sin attacks us though the flesh. If we do not understand the we have been delivered from the kingdom of darkness, then we can continue to walk around, fettered to that sin and stay miserable, serving ourselves and ignoring what our Father wants us to do. Only by His Word do we have victory over the power of sin.

Rom 10:17 So faith comes from hearing, and hearing by the word of Christ.
1Co 15:57 but thanks be to God, who gives us the victory through our Lord Jesus Christ.

Yes we are able to sin. No we are not to live in sin, nor are we to " take advantage " of our freedom in Christ. We are dead to sin and need to stay in His Word, not to make "brownie points " with Him, but to learn of Him and know his will. The only way to do this is by faith, through the power of His Holy Spirit.
2Co 5:7 for we walk by faith, not by sight