According to Freud, humans have three main components to their personality that cause us to behave the way we do and make us who we are. One of these components, the id, is the part that you may consider that little devil sitting on your shoulder trying to get you to do all those things that feel good, even if they are wrong. More specifically, the id is the part of the human personality that is made up of all our inborn biological urges that seeks out immediate gratification (guided by the Pleasure Principle), regardless of social values or consequences.
For example, when you are in a bar and see a really attractive person who stirs some sexual feelings in you, the id is what is pushing you to simply go over to this person, grab them, and ravage them right there. Of course you know that this is completely unacceptable behavior so you don't do it, but the id doesn't care about that. It just wants what it wants no matter what.