See that you do not refuse him who is speaking. For if they did not escape when they refused him who warned them on earth, much less will we escape if we reject him who warns from heaven. At that time his voice shook the earth, but now he has promised, “Yet once more I will shake not only the earth but also the heavens.” This phrase, “Yet once more,” indicates the removal of things that are shaken—that is, things that have been made—in order that the things that cannot be shaken may remain. Therefore let us be grateful for receiving a kingdom that cannot be shaken, and thus let us offer to God acceptable worship, with reverence and awe, for our God is a consuming fire. (Hebrews 12:25-29, ESV)
Just as surely as God was speaking from Mount Sinai He is speaking from Mount Zion, the heavenly version, and our author cannot help but make one more warning. Do Not Refuse Him Who Is Speaking! He has spoken in His Son and there is no escape if we neglect this warning from heaven.
Expositing Haggai 2:6 and 21, in which Yahweh tells Israel, as He urges the rebuilding of the temple of Solomon after their return from exile, that He will shake the heavens and the earth, the author of Hebrews speaks of another shaking to come. He shook the earth at Sinai. But there is a shaking of the heavens that will yet take place as well. God’s kingdom will upset the entire order of things in the cosmos. This will be the last shaking because only earthly and temporary things can be so shaken. They will be replaced by a kingdom that can never be shaken.
The Hebrews, and we ourselves, must worship this God who shakes heaven and earth in the way He deems acceptable, that is, through Jesus Christ. There is none other than the Son through whom we must approach the Lord. Failure to do so will be a devastating decision. Our God is a consuming fire.
God doesn’t speak of judgment to torment us with the inevitable. When someone sets a trap to catch something or someone, he doesn’t announce it, put up a sign to warn him. And God has announced a day of judgment so that we might escape it, which means he has provided a way of escape. [John Walvoord]