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A classic example from the scriptures about the importance of following God's chosen prophets can be found in the story of Noah.
Noah was called by God to preach repentance unto the people, because they were doing wicked things. He told Noah to warn the people, that if they did not repent, they would be destroyed by a flood.
The people wouldn't listen to Noah, and and made fun of him. They were content with the way they were living their lives, and continued to live in wickedness.
Finally, God instructed Noah to build an ark, and to gather his family and two of every kind of animal (male and female) onto it, in preparation for the flood. The people were still mocking Noah as he and his family were building the ark.
Eventually, the rains came, and it was too late for the people to repent. They drowned in the flood.
Today, the Lord might not warn us of such destructions if we do not repent, but we do punish ourselves when we choose not to follow a prophet of God. We miss out on blessings we would have received, had we had chosen to follow the prophet, and we begin to die spiritually, because we are not being obedient to God's commandments.
On the other hand, if we choose to be obedient and follow the prophet, we will be greatly blessed, and we will be safe from harm, just as Noah and his family were protected from the flood.
To read the full account of the story of Noah, turn to Genesis 5 - 9