The subject of Donne's Holy Sonnet 14 is religion, even if it's masked by love, sex, and general mayhem. At the most basic level, this is a poem in which a man asks for forgiveness and salvation from God, but he expresses his frustration that God hasn't revealed himself forcefully enough. The speaker, though, is unclear on what the forgiveness and salvation will entail, and how to make sure that God's message gets through to him.
The speaker of Holy Sonnet 14 is more interested in worshipping himself and his own rhetoric than any sort of higher spiritual authority.