It is said that if you read or listen to Bhagavat Gita then all your sins will be removed. I also believe this. But like to know, how do they remove the sins?
Krishna says in Gita 18.70-71 (Swami Nikhilananda translator):
And he who will study this sacred dialogue of ours--by him shall I have been worshiped through knowledge as a sacrifice; such is My judgement.
And the man who hears this [Bhagavad Gita], full of faith and free from malice--even he, liberated from sin, shall attain the happy regions [lokas] of the righteous.
The 'how' does it removes sins - the grace of God as Krishna says so.