There are a lot of things people train for: the Olympics, other sports endeavors, music performances, tests, etc.  The goal behind the training is improved performance.  When someone trains for these things, he or she sets out with the end in mind, realizing that the sacrifices made will be worth the benefits in the future.  Paul tells Timothy that just as people train for these other things, they should also train for the Christian life.  Following Jesus doesn't just happen by accident; it requires training.  That's why it's so incredibly important that the follower of Christ spends time in Christian disciplines on a regular basis.  These disciplines include but aren't limited to studying scripture, prayer, fasting, meditating, worshiping, journaling, etc.  Those individuals who want to improve their performance in the Christian life will spend time practicing disciplines.  If you're interested in learn more, I recommend Celebration of Discipline by Richard Foster.  We're all training for something… what are you training for?