Timothy is being challenged to be like a soldier or athlete. Soldiers and athletes sacrifice their comfort for something they value more. As any dedicated soldier or athlete would do, certain behaviors are to be avoided to maximize their abilities.
If people are willing to sacrifice for their country or in order to win a competition, how much more so for Jesus and his church? Paul, the writer of this chapter, was willing to go to prison for Jesus. Our sacrifices could seem minor in comparison.