The writer of Hebrew is using references to the Exodus from Egypt to get across the importance of belief and, if we do truly beleive, the corresponding actions that follow belief - ceasing from sin, or our own works, in other words, resting.
In Moses' day, the Children (decendents) of Israel showed to God 10 times that they didn't truly believe in God because they never ceased from sin, provoking God to wrath 10 times during their journey from Egypt, until it says that God swore in his wrath that they should not enter into his rest. This was called "the provocation" in Psalms 95. So God led them around in the wilderness for 40 years until that entire generation died off in the the wildreness (except Joshua and Caleb who showed that they did believe). After 40 years, Joshua led the younger generation, the ones who were born during that journey, into the Promised Land.
A confusing point is Heb 4:8 which got a bit lost in translation. It should say in English "For if Joshua had given them rest, then would he not afterward have spoken of another day." The name "Joshua" translated from Hebrew to Greek is "Jesus", so they said Jesus here (the New Testament was written in Greek) but they mean the man that led the Children of Israel after Moses.
Even in the Promised Land the people never found the true rest of soul that God wanted for them (the rest of ceasing from your own works). They continued through out most of history to provoke God to wrath.
So Heb 4:11 says labour to enter into this rest which sounds like a contradiction - labouring to rest? But stopping sin doesn't just happen all by itself. It takes some effort on our part and of course God's help, so that we don't also "die in the wilderness" (die on our way to heaven) like they did.
So this is the "Sabbath" (which quite literally means "rest", so if you want to call it a Sabbath rest you are just saying "rest rest") that it is talking about - an end to doing our own works and even, by extension, an end to sin! Sounds wonderful doesn't it? But it's not quite talking about heaven here, although the true fulfillment of this rest will be in heaven. We've got to get there first though!
You need to read Hebrews 3 first as well as the book of Dueteronomy which is Moses' summary of the journey in the wilderness before he dies, and Psalms 95.