The readers are now challenged to persevere when experiencing hardship. The people in chapter 11 had done that, as had Jesus to an even greater extent. The writer refers to these hardships as discipline. Discipline is supposed to make us stronger. Discipline from parents is supposed to make the children better; how much more so discipline from God?
Mount Sinai was where the Jews received the Old Testament law; Mount Zion is in Jerusalem. The writer is reminding his Jewish readers that Mount Sinai was a scary place, but the heavenly Jerusalem, or place of God’s dwelling, is a place of joy. Those who respond to persecution of Christians by returning to Judaism are leaving a place of joy and returning to one of fear.
Most of you are probably not Jewish or tempted to pursue Judaism, but you may sometimes be tempted to return to an old way of life before you trusted Jesus. There were things about that old lifestyle and things about Jesus that caused you to consider him. Why would you go back?