4:1 Finally [word signals a change in subject (first three chapters look back at Paul’s visit with Thessalonians and final two chapters look ahead to future of church)], brothers [affectionate term], we instructed [through word and example] you how to live [walk] in order to please God [ought to be every Christian’s priority; cf. 1 Cor. 10:31], as in fact [affirmation for doing as he had instructed them] you are living. Now we ask [a gentle, friendly request] you and urge [an authoritative apostolic plea] you in the Lord Jesus [context of Paul’s appeal for ethical living] to do this more and more.
4:2 For you know what instructions we gave you by the authority of the Lord Jesus [makes commandments binding].
4:3 It is God’s will [as it relates to sexual purity] that you should be sanctified [Gr. hagiasmos; the ongoing process of becoming more Christlike; living like one who is separated to God; cf. 2 Cor. 3:18]: that you should avoid [to keep clear of (cf. 1 Cor. 6:13-20; 2 Cor. 12:21)] sexual immorality [Gr. porneia; used broadly to refer to all types of sexual sins; many of Paul’s readers had come out of such a background and lived in an environment where they would be tempted to fall into this kind of sin];
4:4 that each [without exception] of you [individuals who made up the local body of believers] should learn [calls attention to the importance of instruction] to control [possible with the help of the Holy Spirit (cf. Gal. 5:23)] his own body [or “his own wife” thus signifying that a husband should relate sexually to his wife in the way God intended] in a way that is holy [toward God] and honorable [toward others],
4:5 not in passionate lust [guiding principle of pagan sexual behavior; lust is destructive and based on the evil idea that persons can be treated as objects] like the heathen, who do not know God [which is why they behave as they do];
4:6 and that in this matter [refers to what Paul had just written about sexual sin (4:3)] no one should wrong [by having relations outside of marriage] his brother [spiritual relationship] or take advantage of him. The Lord will punish [avenge; consequences of sexual immorality; cf. Col. 3:25] men for all such sins [sexual immorality], as we have already told you and warned you.
4:7 For God did not call [to call forth or to summon] us to be impure, but [life of believer must be distinctive] to live a holy life.
4:8 Therefore, he who rejects [refuses to live by] this instruction [re: sexual immorality] does not reject man [human rules constantly change] but God , who gives you his Holy Spirit.
4:9 Now about [these words introduce a new subject] brotherly love [Gr. philadelphia] we do not need to write to you, for you yourselves have been taught by God [Gr. theodidaktos (God-taught) occurs only here in the NT] to love [Gr. agape] each other.
4:10 And in fact, you do love all the brothers throughout Macedonia [indicates wide scope of their love]. Yet we urge you, brothers, to do so more and more [further progress remained a goal for them; always room for improvement in this area].
4:11 Make it your ambition to lead a quiet life, to mind your own business [rather than meddling in other people’s business (cf. 2 Thess. 3:11)] and to work with your hands [some had stopped working because they expected Christ to return at any moment (and thus were a burden to others); cf. 5:14; 2 Thess. 3:6-15; Eph. 4:28], just as we told you,
4:12 so [purpose of Paul’s exhortation]  that your daily life [void of the restlessness, meddlesomeness, and idleness of 4:11] may win the respect of outsiders [those who have no connection with Christ; Christians are under scrutiny by the outside world; cf. 1 Pet. 2:12] and  so that you will not be dependent on anybody.
4:13 Brothers, we do not want you to be ignorant [not to know] about those who fall asleep [metaphor for death], or to grieve [to be distressed or sorrowful; tense signifies a continuing sorrow] like the rest of men [non-Christians], who have no hope [cf. Eph. 2:12].
Note: “Paul viewed ‘those who sleep’ as continuing their relationship with Christ in heaven while their bodies were in the grave.” (Expositor’s • Vol. 11 • p. 276)
Note: How is the grief of believers and unbelievers different? (Grieving comes from pain of separation, not from weak faith.)
4:14 We believe [introduces three-part confession] that  Jesus died [to pay the penalty for our sins] and  rose again [cf. 1 Cor. 15:12-20] and  so we believe that God will bring with [through] Jesus those who have fallen asleep in him [those who have died as believers; cf. 2 Cor. 5:6-8; Phil. 1:21-22].
4:15 According to the Lord’s own word [this is what validates Paul’s affirmation], we tell you that we who are still alive, who are left [to leave behind] till the coming [Gr. parousia: a coming; word used to speak of an official visit by people of high rank] of the Lord, will certainly not precede [to go before] those who have fallen asleep.
4:16 For the Lord [Christ] himself will come down [in an unmistakable way as per what follows; cf. Acts 1:9-11] from heaven [where He has been since His resurrection and ascension], with [notice the sounds that will herald His return] a loud command [a loud authoritative cry (like that of a commander to soldiers)], with the voice of the archangel [uppermost rank; probably Michael (Jude 9)] and with the trumpet [blown to signal start of great festivals/events (cf. Num. 10:10); used to warn; used to give military signal] call [cf. Rev. 11:15] of God, and the dead [bodies of those who have died in Christ; cf. Jn. 5:28] in Christ will rise [cf. 1 Cor. 15:51-52] first.
4:17 After that [then], we who are still alive and are left will be caught up [to snatch up, to seize, to rapture (from Latin raptus); this will happen in the twinkling of an eye (cf. 1 Cor. 15:52); emphasizes suddenness of the event] together with them [the dead in Christ] in the clouds to meet [a reunion of the subjects with their King] the Lord in the air. And [regardless of when this event occurs (pretribulaion; midtribulation; posttribulation); being dead or alive at the time of Christ’s return makes no difference] so we will be with [a joyous reunion] the Lord forever.
Note: General facts regarding the return of Christ:
1. Jesus’ return will be a worldwide event (4:16a). See also Matthew 24:27-31.
2. The dead in Christ will rise first (4:16b). Suggests there is an order to the resurrection.
3. Those alive will join them in the air (4:17a).
4. The rest of eternal life will begin (4:17b).
4:18 Therefore encourage [Paul’s purpose in writing these words] each other with these words [use this understanding to dispel ignorance (cf. 4:13)].