There are a few important points to keep in mind. In light of this, I will give a summary and then go into some important theological and thematic points.
In Mark 2, we see Jesus' public ministry. In this episode, he heals a paralyzed man. The story is rather dramatic, because the friends of the paralyzed man, lower his man down to Jesus through the roof of a house due to the massive crowds. At this point, Jesus says something odd, namely, that this man's sins are forgiven. At this point, there is an uproar, because Jesus claimed to do only what God can do - forgive sins. In the end, the man was healed and by this vindicated that Jesus could forgive sins.
With this said, there are a few other points to keep in mind.
First, this story marks the beginning of resistance against Jesus with the context of gospel of Mark. Episode after episode, there is some sort of conflict. Conflict surrounds three issues: theology (forgiving sins), sociology (eating with tax collectors), and tradition (fasting and Sabbath rules) for the next two chapters.
Second, from a theological point of view, it was a truism of Jesus’ day that God could only forgive sin. Therefore, when Jesus healed the paralytic man and said that his sins were forgiven, the shock of the audience is to be expected.