Sometimes when people come to Paganism from another religion, they find it hard to shed some of the mores of that other belief system. It's not uncommon for people new to a non-Christian path to question whether or not the notion of "sin" is a valid one. Let's look at a couple of different aspects of sin.
First, the definition of "sin" is, according to Dictionary.com, a transgression of divine law. It can also be "a reprehensible or regrettable act." However, because this is a discussion about religious theory, let's focus on the first definition, that of a transgression of divine law.
To have the concept of sin in a Pagan belief system, then, one must assume that (a) the Pagan gods have a set of unified inviolable laws and that (b) they actually care if we break those laws. However, this is not typically the case, because frequently in Pagan religion, the duty of mortals is not to blindly follow the laws of the gods. Instead, our job is to honor the gods while accepting responsibility for our own actions. Because of this, many Pagans believe that there is simply no room for the idea of sin within a Pagan theological framework, saying that it is strictly a Christian construct. Others believe that if you violate the rules of your gods -- whoever they may be -- you are committing a sinful act, whether you call it that or by some other terminology.
That having been said, let's look at some of the things which are often considered "sinful" by non-Pagan faiths:
Sex outside of marriage: Pagan and Wiccan faiths tend to be pretty accepting of sexuality -- after all, many Pagan belief systems are rooted in fertility religions. The norm among Pagans is to say, "We don't care who you have sex with or how often or in what ways, as long as everyone is a consenting adult and you behave responsibly." Polyamory tends to be more accepted by the Pagan community as a whole than it is by non-Pagans.
Homosexuality: Again, most Pagans don't feel it's their business who you're sleeping with. If that person happens to have the same plumbing as you do, it's really not a big deal.
Abortion: This goes back to the notion of personal responsibility. While many Pagans are in favor of a woman's reproductive rights, not all are. However, you'll find that the prevailing attitude among Wiccans and Pagans involves taking responsibility for one's own sexual behavior, birth control, and any possible results of sexual activity.
Taking the name of God in vain: There are few, if any, Pagan deities that are concerned about this. It seems to be a uniquely Judeo-Christian problem, and doesn't appear to spill over into Pagan spirituality.
Finally, Christianity includes the notion of a doctrine called "original sin," which states that because of the sins of Adam, all of mankind is doomed to be born in a state of sin, whether they've done bad things or not.
So -- what does that mean, as far as the idea of Pagans and sin? Well, you may come to believe that sin is a Christian construct, and therefore doesn't apply to you. Or you may find that your beliefs include the concept of sin, but worked into a Pagan framework. Ultimately, what matters most is that you find a way to remain true to your own values and ethics.