What does Hebrews 12:6 mean?

This verse closes out a quotation from Proverbs 3:11–12. That passage indicates that a loving father—especially God—takes an active role in the growth of a child (Ephesians 6:4). God purposefully corrects us when we make mistakes, and places us in situations that we can use for spiritual development. As stated in earlier verses, even victorious heroes of the faith were subject to earthly suffering. The greatest example of all was Jesus, who suffered terribly despite being sinless (Hebrews 12:3). And yet, Jesus saw His hardships as part of God's good plan (Hebrews 12:2).

The point being made is that Christians should not respond to persecution or hardships with bitterness or despair. This is especially true if and when our experiences are not as extreme as those others have endured. On the contrary, we should see God's discipline—His "training"—as a sign that He is engaged in our lives and has a plan and purpose for us to fulfill.