What does Psalm 95:11 mean?

God's anger came on the Israelite generation who first left Egypt. He used wonders to free them from slavery (Exodus 3:20; 12:41). He used miracles to provide water (Exodus 15:22–26) and food (Exodus 16:2–3, 12–14). Yet they "tested" Him by complaining they would die of thirst (Exodus 17:1–7). They refused to follow His will about moving forward into Canaan to take the Promised Land (Numbers 14:1–4). Because of the people's refusal to trust the Lord and enter Canaan, the Lord sentenced them to forty years of wandering in the wilderness (Numbers 14:28–32). This was to ensure that everyone in that faithless generation would die and never see the successful conquest of the land. Only their children would have that privilege.

In the book of Hebrews, the writer cites this psalm (Hebrews 3:7–11, 15; 4:3–7). The reference supports a warning: that Christians ought to obey God, rather than giving in to fear. God expects His people to move forward, following what He tells us (Hebrews 1:1–2). Disobedience due to a lack of faith, or plain stubbornness, means losing out on the "rest" which comes through cooperating. Here, the psalmist, urges the people to commit to obeying God immediately, rather than waiting to suffer the consequences (Psalm 95:7).