What does Matthew 10:31 mean?

Jesus has been telling His apostles both that they will face terrible persecution as they preach His message to the world and that they should not be afraid (Matthew 10:22–28). One reason they should not fear is that their powerful Father, God, knows them, is paying attention to them, and cares about them. God knows when even a single sparrow falls, despite that sparrows seem to be of so little value. Now Christ tells His disciples not to be afraid: they are clearly more precious to God than birds are.

It's important to notice that Jesus never promises His disciples will avoid suffering, or even death, for preaching the good news about Him to the world. In fact, they are given explicit warnings that persecution will come (John 16:1–3). Jesus' point is that the same God who notices when a sparrow dies will be paying attention to the struggles of His people. He will see, as well, when they die, and He will be ready to welcome them into eternity. Hardships are not a sign that God has forgotten us—they are moments to remember that He knows and is in control.