Reggie Ray in Buddhadharma:
In the Vajrayana, there are many stages the practitioner goes through in relating to the world. One of the stages is that your meditation is stable, your virtue is impeccable, and you basically can handle whatever comes up in your practice. When things are stable like that, your teacher is very likely to ask you to go to a foreign city or to a place you're very afraid of, or to go to your own village and act as if you've become insane. You need to leave behind your conventional and well-ordered Buddhist self and be in situations where emotions that you can't handle and situations that make you feel insecure provoke in you a new level of clinging and expose the nakedness of your ego-clinging.
This offers rich opportunities to meditate on whatever comes up, whether it's anger or fear or paranoia or jealousy or humiliation. The Vajrayana is not interested in your attaining an even and relatively confident presence within the Buddhist world but in going into the very depths of samsara and seeing what your level of understanding and realization is. It's heroic and outrageous. Many of the stories you hear about the great tantric practitioners are ones that from a conventional Buddhist point of view would be outlandish and very disturbing.