In the evening I went very unwillingly to a society in Aldersgate-street, where one was reading Luther's preface to the Epistle to the Romans. About a quarter before nine, while he was describing the change which God works in the heart through faith in Christ, I felt my heart strangely warmed. I felt I did trust in Christ, Christ alone, for salvation; and an assurance was given me that he had taken away my sins, even mine, and saved me from the law of sin and death.
If you haven't ever read Luther's Preface to Romans that Wesley refers to in his journal, I recommend that you take the time to do so. Here is how it begins.
This letter is truly the most important piece in the New Testament. It is purest Gospel. It is well worth a Christian's while not only to memorize it word for word but also to occupy himself with it daily, as though it were the daily bread of the soul. It is impossible to read or to meditate on this letter too much or too well. The more one deals with it, the more precious it becomes and the better it tastes. Therefore I want to carry out my service and, with this preface, provide an introduction to the letter, insofar as God gives me the ability, so that every one can gain the fullest possible understanding of it. Up to now it has been darkened by glosses and by many a useless comment, but it is in itself a bright light, almost bright enough to illumine the entire Scripture.
The full text can be found here. Then take Luther's advise and dive into the book of Romans yourself.