The question almost always arises from those who doubt the Reformed view of Christ's saving work as to why would God command us and warn us in the Bible if a person cannot lose his/her salvation. On the surface, when we use human reason, such a question seems to make sense, but when we apply the question to Scripture, something else entirely emerges.
There are three major views about how this works out 1) the Arminian view, 2) the antinomian view and 3) the Classic Reformed view..
Arminians (rightly) teach that believers must persevere to the end. 2) the Antinomian view rightly teaches that a person cannot lose his salvation. But both of these views overlook major sections of Scripture and truncate the blessings of the gospel. 1) the Arminian view wrongly believes that Christ's work is not sufficient in itself to carry a person to the end. That our preservation is not part of the redemptive benefits of our salvation in Christ. In this view Christ secures neither our faith nor our preservation, but Christ only provides salvation if we meet the condition of faith and perseverance on our own (or perhaps with some help). The Antinomian view, on the other hand, wrongly overlooks the clear biblical statements requiring believers to persevere to the end and thinks that people can behave any way they want and still be saved, even if they later leave the faith.
The Bible teaches a much more robust and complete view of all the related texts and while the other views state truth, they only state partial truth, but the part they fail to apprehend has a devastating effect on the message of the gospel.
1) God requires His people to persevere to the end (Colo. 1:21-23; 1 John 1:5-10; 3:3-6; Hebrews 10:26-31; Hebrews 12:1)
2) In Christ, God preserves His people to the end. (John 6:38-40; John 10:28-29; Romans 8:28-39, 11:29; Philippians 1:4-6; Philippians 2:12-13; 1 John 2:19, 1 John 3:9)
The Classic Reformed view believes that both faith and perseverance (while commanded of everyone) is also a gift from God to all those the Father has given Christ. In the gospel, Christ does FOR US what we are unable to do for ourselves. What is impossible with man (faith, repentance, perseverance) is possible with God (Luke 18:27). Christ delivers us from both the guilt and power of sin. He has given as a new heart which loves his law such that His commands are no longer burdensome. (1 john 5:1-4).
But what of the commands and warnings of Scripture, one might ask? The commands and warnings of Scripture are part of God's means that the Spirit uses to preserve his people. Consider, we do not preach the gospel to people because we think they will understand or incline to its message on their own. We preach the gospel to people because God sends His Holy Spirit to germinate the gospel seed in the heart of sinners and raise them to life, according to His sovereign good purpose. Likewise in a similar way, the Spirit uses God's Word (commands and warnings) in the life of true believers to preserve them. As we a joined by the Spirit to Christ these commands ring true, beautiful and good in a regenerate heart (1 John 3:9).
It is not rocket science. We see this kind of thing in every day life. A farmer casts seed into soil not because he thinks it will grow by itself... he does so in the hope that it the water/rain will germinate the seed and bring it to life. The seed can do nothing by itself ... it needs blessing from above, so to speak, to bring forth life. Likewise we do not preach the gospel in the hope that any man will be able to respond it it of himself. We cast the gospel seed in the prayer and hope that the Spirit will brood over it and bring a person to life. We plant and water but "God causes the growth" (1 Cor 3:6).