Hebrews 2:2 & 3
"For if the message spoken by angels was binding, and every violation and disobedience received its just punishment, how shall we escape if we ignore such a great salvation? This salvation, which was first announced by the Lord, was confirmed to us by those who heard him." NIV translation
In the Old Testament, God used angels to deliver His instructions and disobedience (sin) resulted in punishment. Then, God sent His Son to save us because we could not live up to His standards. If breaking the law resulted in punishment, will not rejecting the salvation that is offered through His Son result in even worse judgment. Not only do we have what Jesus said about Himself but we also have the eyewitness accounts of those who walked the earth with Him and learned directly from Him.