Both Søren Kierkegaard's philosophy and biography can be divided into three mutually relating parts: The Aesthetic, the Ethical and the Religious. These are both different spheres of existence and contemplation and periods of interest in Kierkegaard's life (therefore sometimes called Kierkegaard's three stages of life).
the Aesthetic for Kierkegaard can be described in terms of Freud's "Pleasure Principle". It is the realm of living that lets go of any form of restraint and achieves gratification and bliss by satisfying desires, regardless of any moral considerations. In "Either-or" Kierkegaard examines the pros and cons of the aesthetic life, holding that on the one hand they are indeed very passionate and energetic but, on the other hand, painful since every gratification of desires only yields new ones. The eventual result of the aesthetic life is a sense of lack of purpose in life, an attempt to find meaning and desperation which prompts the "Leap of faith".
The Ethical for Kierkegaard is trying to formulate a life by rational principles. A sense of duty takes precedence to the aesthetic pleasure principle (this is more like Freud's Super-Ego). Kierkegaard's morals are a direct influence from Kant's ethics and the imperative order. The ethical life provides the individual with a sense of meaning, but they are also accompanied by guilt which is the result of being unable to fully abide by one's moral principles. The need to engage the concept of sin leads Kierkegaard from the ethical to the religious.
The Religious for Kierkegaard preserves the ethical sense of moral duty but redirects it. The believer in the religious phase breaks beyond the ethical to meet the absolute, the universal. He faces God alone, without any external moral compass but the need to independently decide his own significance and the meaning of his life. In "Fear and Trembling" Kierkegaard demonstrates the religious through the story of Abraham's binding of Isaac, in which Abraham transcends the ethical in order to give himself to God, meeting him face to face and trusting him completely even when reason says otherwise (Here Kierkegaard, Kant and Hegel go in very separate directions). This is what Kierkegaard calls the absurd, which characterizes the religious.