I can think of three very important reasons why:
1. Training develops a healthier understanding of who God is.
If we simply accept God's free gift and do nothing about it, we take it for granted and will probably end up no further than where we were when we started. More importantly, though, God Himself will be robbed of opportunity after opportunity to be exalted and glorified in and through us because we continue to live as we always have, rather than to "be transformed."
2. Training entices nonbelievers toward God.
Anyone can achieve "the American dream." It's no longer the exception but the rule. Being satisfied, content, and joyful about what you have is another story. While Americans have so much, we are much more unsatisfied than ever before. This is why God calls His followers to train themselves - because we discover the vanity in our human pursuits and reveal to others the source of true satisfaction and true life, which is God alone.
3. Training prepares us for our eternal destination.
Have you ever played a sport that required you to practice? Why did you practice? It was probably so that when it came time for the games, which mattered, you were prepared. You weren't surprised by the opposition, you were able to keep a certain focus throughout the game, and hopefully able to succeed in accomplishing your goals. Godly training is similar in that when we practice being the kind of people He created us to be, we are able to stand against temptations and become transformed for His glory.
Becoming a godly man or woman does not come easy. Deitrich Bonhoeffer wrote an entire book about "The Cost of Discipleship," alluding to the fact that the more we put into this life in terms of suffering and sacrifice for the God's kingdom, the greater our Savior becomes - justly.
My 60 Days of Humility journey will no doubt take me somewhere new. Sometimes I even catch myself becoming fearful of that destination or wondering if I want to be exposed as I know I will be. As I am training myself, however, I am realizing more and more that the purpose is not for my own benefit or gain, but for God's glory. His will is much more deserving of my sacrifices than my own will, and I know that though it will be difficult, the reward will be everlasting.