"Are not two sparrows sold for a penny? And not one of them will fall to the ground apart from your Father. But even the hairs of your head are all numbered. Fear not, therefore; you are of more value than many sparrows." - Matt 10:29-31
What does this teach us? That there is nothing on earth or heaven beyond God's notice or control. All events are meticulously orchestrated by our beneficent God. He has fixed our days and the time of our death which means we should not concern ourselves with it nor fear when it comes ... We can trust wholly in God's sovereignty for protection, even in death.
Christ comforts us by here asserting that God's governance reaches to all creatures and things, even the most minute and inconsequential. Not one sparrow falls, or is killed with an arrow or otherwise, but by the will of God. How much more then does He arrange the affairs of those created in His image? Christ declares there is no such thing on earth as chance but all is unalterably ordered and ordained by our all-wise God.
In context, our Lord's wider purpose here is to encourage His disciples to a continued preaching of His Gospel even in the face of the most fierce opposition; to act boldly without regard to our lives (if necessary) for His sake; That we would not love our lives so much as to shrink from back from death (Rev 12:11). In His meticulously ordained providence, our Father takes care of the most trivial and the most weighty, such that that no life is taken away without the good pleasure of His perfect will. On the contrary, He will take care of us. No one can imprison you or strike you down unless God gives His permission to do so (Revelation 6:11). So fear not. Though our situation may give every indication that God has abandoned us, as it did our Lord on the cross, yet He assures us that He always has a larger purpose in mind, and so calls us to trust in His wise ordering of all things.