The book of Hebrews is written to a mostly Jewish audience who is very well connected with the account of the People of God, Israel, throughout history. There is a deep connection with Old Testament in this book as evidenced in chapter on of which most is quoted passages from the Old Testament.
The preface to the whole book tells the reader/listener that throughout history God has been sending messengers to communicate with the people. However, now God is no longer appointing prophets, God has send the Son as the ultimate messenger. Jesus as messenger is far above the messengers who had come before. That is what the writer is showing with all the Old Testament quotes, Jesus is greater than the prophets, and greater than angels, He is the Son.
It might be easy to sit back and think about how all those people missed the ultimate messenger. I wonder how often the ultimate messenger speaks and I do not hear, or flat out ignore.? I have the same evidence and more to support Jesus as ultimate messenger. I can look at the amazing track record of Jesus' faithfulness, yet I still stumble. Thus we find another aspect of the ultimate messenger, persistence. Jesus does not give up on us, He keeps after us with grace and gentleness. If needed there are times when Jesus is more bold and confronting, yet He never gives up so why do we consider it as an option.