In the first Pasuk of Bemidbar it says “And Hashem spoke to Moshe in the Sinai desert, in the Mishkan, on the first day of the second month (Iyar), in the second year after they had come out of Egypt?” Why was the Torah given to the B’nei Yisroel in the desert? Why did Hashem select a desert over inhabited land in which to give the Torah to his nation?
The Midrash says that the Torah was given with three things — with fire, with water, and in the desert. Avraham allowed himself to be thrown into fire for the sake of the faith in Hashem that he tried to spread. When leaving Egypt, on the command of Hashem the entire Jewish people walked through the Red Sea. B’nei Yisrael, because of their love for Hashem, entered a desert full of wild animals, without food or drink, and not knowing how long they would remain there. It was because of these tests of fire, water, and the desert in which B’nei Yisroel demonstrated their faith in Hashem that the Torah was given to them. The words of the Midrash can also be understood as a lesson to the Jewish people in all times. Just like water, fire, and the desert are free, so too the words of the Torah are free for everybody to take part in and learn.
Another answer to our question is that by revealing the Torah in the desert, Hashem taught B’nei Yisroel that in order to become great in Torah study, one must make himself Hefker, ownerless, like the desert. This implies that a Jew must be willing to sacrifice material comforts for Torah.
Torah and one’s Torah study should not depend on outside constraints. This does not mean that one must be poor to study Torah properly, just that one must be ready to give up everything he has for the Torah and for Hashem.