Hebrews 2:1-4
1 Therefore we ought to give the more earnest heed to the things which we have heard, lest at any time we should let them slip.
2 For if the word spoken by angels was stedfast, and every transgression and disobedience received a just recompence of reward;
3 How shall we escape, if we neglect so great salvation; which at the first began to be spoken by the Lord, and was confirmed unto us by them that heard him;
4 God also bearing them witness, both with signs and wonders, and with divers miracles, and gifts of the Holy Ghost, according to his own will?
The Grace New Testament Commentary - Hebrews 2:3
2:3 The author deduces that if even the Old Covenant had consequences for disobedience, certainly the superior New Covenant would have even more severe consequences for those who disobey it. Those who do so should consider that they cannot escape the serious consequences of such a choice. Though he does not state here what these might be, he will say more about this later. To neglect (ameleō) means to be careless or cease to be concerned about something (see Jer 38:32 in LXX). The object of neglect is the so great a salvation. The word salvation (sōtēria) is not limited to the moment of personal faith in Christ; sometimes it focuses on the climactic aspect that takes place at the Second Coming (cf. Hebrews 9:28; Rom 13:11: 1 Pet 1:5). The reference in Heb 1:14 to "inheriting salvation" and in Heb 2:5 to "the world to come" confirms that this eschatological sense is in view.
Our Lord began His ministry by proclaiming "the kingdom of God" at hand (Matt 4:17), though He later revealed it would not be fully inaugurated until His return (cf. Matt 25:31, 34; Luke 21:31). Thus to neglect "so great a salvation" does not mean a rejection of the gospel, but rather a failure to properly care about the future aspect of our salvation associated with Christ's Second Coming and kingdom. Believers can do this by failing to endure in their Christian walk, by abandoning their confession of the Lord Jesus, and by not living by faith. For the Jewish believing audience, this might be accompanied by a retreat into some form of Judaism and its system of animal sacrifices.
Charles Bing - Grace, Salvation, and Discipleship - How Shall We Escape? Hebrews 2:1-4
(Salvation) Interpretation: Those who depart from the faith or from professing the faith will not escape the judgment of Hell.
(Discipleship) Interpretation: Those who depart from the faith will not escape God's disciplinary judgment.
Escape what? That is the key question. Hell is not mentioned. In fact, no specific judgment is mentioned, which serves to make this threat all the more ominous, as when a parent tells a child, "You don't want to find out what I will do if you disobey me!"
The author includes himself with his use of "we" showing that this is (Discipleship teaching). The warning is against drifting away from something. One cannot drift away from something he was not once associated with, so this must refer to the Christian faith which they had heard (v. 1) and which was so well attested to by the Lord, confirmed by the apostles (v. 3), and authenticated by the miraculous (v. 4). The nature of this sin is expanded in the other warning passages.
Christians who neglect their faith or turn away from it will not escape God's disciplinary judgment. We should be diligent to progress and grow in our Christian faith.