1 Samuel 15: 10 Then came the word of the LORD unto Samuel, saying, 11 It repenteth me that I have set up Saul to be king: for he is turned back from following me, and hath not performed my commandments.
The fact that King Saul had turned back from following the Lord implies that he had followed the Lord previously. When we look at the early account of his life, we find that he honoured the Lord. He was humble, modest and acknowledged Yahweh as the one who brought salvation to Israel when the Ammonites were defeated (1 Samuel 11:13). Saul had been given a new heart (1 Samuel 10:9).
Yet one who has been chosen to lead God's people had fallen so far. In chapter 13 he disobeys God and loses his dynasty. In chapter 15 he disobeys again and then loses the throne with immediate effect. From this he goes from bad to worse. God sends an evil spirit upon Saul to afflict him (1 Sam 16:14). We do not know what the nature of this affliction is, but most likely madness and depression were part of this.
The Apostle Paul also suffered this (1 Corinthians 12). These are cases of divine discipline. God rejected Saul as King over Israel, but he did not reject him from his salvation. As Saul's life continues, we find him walking in the flesh further and is consumed with a desire to kill David. This is from jealousy. This is what the Lord Jesus warned against - out of the heart proceed evil desires.
The lesson from King Saul is that even though we are saved by God's grace, we cannot abuse that grace. Any believer, like Saul, who has turned back from following the Lord Jesus Christ, will suffer divine discipline. In some cases, God may make their lives so miserable and unbearable in order to bring them to repentance. It is a warning to us all, and a comfort to those who know true believers who have stopped following The Lord.