The Bible has many examples of people who suffered the consequences of ignoring, questioning, or rebelling against God when He first spoke to their hearts. Moses was rebuked by God in Exodus 14:15 when he failed to lead the people through the Red Sea at the right time, Jonah suffered the hardships of a shipwreck and lived in the belly of a big fish before he finally went to Nineveh, and the entire nation of Israel wandered in the desert for 40 years before enjoying the Promised Land. Clearly, serving the Lord with immediate obedience is God's desire for His children.
As parents we have to teach our children to obey us. Learning to obey us, our children learn something even more important -- how to obey God when He first asks.