It's a long road to transformation!
Following the Belly of the Beast, the Road of Trials is the next step in the hero's journey. Along the road of trials, the hero faces ordeals that they must undertake and overcome in order to further facilitate their transformation into the person who will be able to defeat the villain or major obstacle at the end of their journey. Along the road of trials the hero also begins to gather information, weapons, and useful allies for their tasks ahead, often as a reward for overcoming obstacles.
Prof. Joseph Campbell: "The hero is covertly aided by the advice, amulets, and secret agents of the supernatural helper whom he met before his entrance into this region. The original departure into the land of trials represented only the beginning of the long and really perilous path of initiatory conquests and moments of illumination."
The road of trials has been the inspiration for many of the world's most beloved tales. Without the long road to the hero's final destination, many stories, such as the Iliad or Lord of the Rings, would be disappointingly short. The trials faced by the hero or heroes along their way are helpful also in that they help to steadily build tension in the story. They allow too for world building and development of the character of the hero and other key figures in the story.
Psychologically, part of the road of trials is about the hero getting over their destructive behavior patterns and thoughts. As they overcome the trials they meet along their journey, the hero gathers more knowledge about life and how to meet it's challenges best. Knowledge alone, however, doesn’t do much good if the hero is not affected enough by it to change how they behave. Purification is also an important aspect of the road of trials, because if the hero is to survive the ordeals ahead, they are going to have to learn better ways of living than they had known, to cast off the parts of themselves that only served to keep them captured in their old cycles of being.
The road of trials is often used in mythic storytelling as a metaphor for the entirety of human life. As the hero is reborn when passing the first threshold and faces either death or another transition as they face the villain in the final showdown, the road of trials in between represents the lessons one acquires as they move through life towards their ultimate metamorphosis, a total death and rebirth back into their old world and way of life, newly armed with the skills and tools of a master of life.