Letters from the Gov't

I got a letter from the state today. I apparently NEED to attend a class on finding a job. I'm certainly not opposed to such a class, I'll take all the help I can get. That said, the letter tells me the class is MANADATORY. What does that mean? What happens if I do not attend? Will the state police arrest me? Will I be sentenced to a lesser hell? (like heck maybe?) I'm not afraid of losing my government sponsored charity. I'm willing to work at 7-11 if I need money.

What's with the threat?