Being in a valley isn't proof that God has left us or that He doesn't care. God is our shepherd. He is leading us, protecting and correcting us. This is how we know God's love for us, through his action in our lives.
In this message, we learn that God's rod corrects us, like He corrected David after his sin with Bathsheba, but His staff comforts us through these corrections. Loving discipline shows God's love for us.