These words from Psalm 95:9 refer to Numbers 14:22-32 where Moses is pleading with the Lord not to destroy the whole nation after their bad reaction to the gloomy report of the unbelieving spies sent into Canaan. The Lord grants his request but says that the generation that came out of Egypt will nevertheless be judged.
But the warning being given is that we should not harden our hearts like them. How might we do this? We are to appreciate our spiritual blessings, and not allowing present hardships and trials to count as more significant than the inheritance which Christ has called us to enjoy. By questioning whether God can help us when difficulties appear which are not immediately removed. By not bringing all our needs to him in prayer but trying to solve them by using our own native wisdom. By wanting to return to our pre-conversion lives where we were free to do whatever we wanted without scruples.