When prisoners go to the courthouse, they wear shackles on their hands and ankles, making it difficult to walk without tripping, or walk quickly.
They are guarded heavily. They are no longer free. That is only one of the consequences of their bad behavior.
In the same way, when we were an unbeliever, though we could not see them, we had shackles---heavy ones---on our bodies. The shackles of sin. Shackles that kept us bound to the ways of this world and kept us from being free. Oh, we may have felt that we were "free", but we weren't.
Even as a believer, we can have shackles of sin in our lives that encumber us from our walk, either from unconfessed sin or strongholds in our lives; or maybe because we're still trying to hold on to our old lifestyle...