"For this is the will of God, even your sanctification" (1 Thessalonians 4:3)
God desires us to be holy, as He is holy (Leviticus 11:45); we are to be sanctified by His Spirit; a clean and beautiful sanctuary that He may dwell in (1 Corinthians 7:19,20). This may seem like a major, unattainable requirement, but if we dwell in Christ, and Him in us, all things are possible. As He who is holy dwells in our hearts, we cannot help but be changed by it.
God gives us specifics for sanctified living. If we are truly His, these will be ever increasing in our lives.
"Rejoice everymore." This doesn't mean we'll always be having a party. It does mean we will have a constant joy and peace from having Christ in our hearts, satisfaction, and a trust in His will that gives hope and vanquishes despair. "For while in Him confiding, I cannot but rejoice!"
"Pray without ceasing." As children of God, we should have a consistent relationship with Him-- not just praying only at set intervals like mealtime or bedtime, but constantly walking with Him, talking to Him, and listening for Him. We "ought always to pray and not to faint" (Luke 18:1).
"In everything give thanks: for this is the will of God in Christ Jesus concerning you." We shouldn't grumble and complain about the things God allows in our lives. As we grow in Christlikeness, circumstances should not greatly affect our inner peace in Christ. We must remember that each circumstance in our lives comes from God; He rules over all, and He will never alow anything that will harm you, but only will draw you closer to Himself. We can give thanks for that!
"Quench not the Spirit." We must not try to drown out the Spirit's voice of conviction in our hearts by trying to keep busy and distracted by events, music, movies, people, or anything else. Neither should we try to quench it by doing the same wrong thing over and over again until our consciences are "seared". If we belong to God, we will have a willing heart to hear and obey all He would tell us. We will be quick to confess and forsake sin before God and live a life to please Him instead.
"Despise not prophesyings." Rather we should take the Word of God that we hear, and live it. We should not reject it because it doesn't make us comfortable, but embrace it because it will lead us to fuller life in Christ.
"Prove all things; hold fast that which is good." We must be like the Bereans, who "searched the Scriptures daily, whether those things were so" (Acts 17:11). We must prove all things by God's revealed Word, making that our standard, and then hold fast to it, refusing to be swayed by what the world and the devil have to offer. We must, like Martin Luther, boldly proclaim, "My conscience is captive to the Word of God... Here I stand; I cannot do otherwise."
"Abstain from all appearance of evil." We will not allow sin to have control of our lives; neither will we put ourselves in a position to be tempted; even further, we will not put ourselves in a situation where what we're doing even looks like sin, if we can help it. A true Christian will live up to his name (Christ's people), and do right, no matter what. We will not even let the slighest evil taint the reputation of Christ that is given us to defend.
"And the very God of peace sanctify you wholly; and I pray God your whole spirit and soul and body be preserved blameless unto the coming of our Lord Jesus Christ" (1 Thessalonians 5:23).