John Calvin Commentary Hebrews 12:29

"for our God is a consuming fire." — Hebrews 12:29 (ASV)

For our God, etc. As he had previously kindly presented to us the grace of God, so he now makes known his severity; and he seems to have borrowed this sentence from Deuteronomy 4. Thus we see that God omits nothing by which he may draw us to himself; he begins indeed with love and kindness, so that we may follow him more willingly. But when he achieves little by alluring, he terrifies us.

And undoubtedly it is beneficial that the grace of God should never be promised to us without being accompanied by warning; for we are so extremely prone to indulge ourselves, that without these stimulants the milder doctrine would be ineffective. Then the Lord, as he is gracious and merciful to those who fear him to a thousand generations, so he is a jealous God and a just avenger, when he is despised, to the third and the fourth generation.