In this passage, the apostle Paul adds instructions and exhortations regarding the practical sanctification that should make the difference between the Christian believer and the world around, with special reference to sexual immorality (fornication and adultery) that was characteristic of the Gentiles of that time and which, unfortunately, is becoming increasingly common in this age.
This practical sanctification will be one of the fruits of brotherly love that existed so evidently between the believers in Thessalonica and, indeed, among all of Macedonia (v.10).
When he was in Thessalonica, Paul had not only preached the gospel but also gave to the converted the teachings necessary for them to live as truly born again. Being saved from the penalty of sin (eternal damnation), believers must also show themselves saved from sin's power in their daily life, abandoning once and for all the practice of vices and immorality, and always growing in the practice of the virtues which characterize true sanctification. So they will please God, according to the teachings of the Lord Jesus that Paul had given them. Note that the apostles obeyed the commission given by the Lord in Matthew 28:20: "preach… and teach."
Having already been sanctified by the Word of God (see John 17:17), the believer should use his body as an instrument of this sanctification; that is, he should not use it for any immoral or sinful act, such as fornication or adultery – not even for the mere contemplation of such sins (see Matthew 5:28).
The translation "get a wife" in v.4, appears in some versions rather than "own vessel"; in any case, the teaching is the same - that marriage should be considered a "divinely appointed institution" in that the spouses remain faithful to each other "till death part them" and always united by true love; while the unmarried have to keep themselves immaculate, avoiding lust (sinful desires) or thoughts, books or situations that tempt them to fornication, adultery or any other form of sexual impurity.
Both adultery and fornication are a form of theft (v.6) and of grave offense against God. Adultery robs the other spouse of his or her exclusive right and fornication (both man and woman) of honour. God will punish those who practice such impurities.
God calls the believers to purity of thoughts and life (v. 7), to the true separation of all forms of immorality, and He gave us the Holy Spirit so that we can overcome the temptation to such abominations (v. 8).
In this matter, believers already knew (through the Apostle), the instructions of the Lord Jesus: "Love one another, as I have loved you" (John 15:12) and "This I command you, that you love one another" (John 15:17). They not only knew the commandment, but they were also putting it into practice with each other and towards the brethren of other churches in the province of Macedonia.
Thus, the brotherly love of Christians must deepen and extend more and more with their greater intimate knowledge of Christ. Thus, fights and even divisions between Christians and churches would be avoided; we are all "children of God" and "brethren of each other". God himself gave us the example (John 3:16) and the Holy Spirit “pours the love of God in our hearts" (Romans 5:5).
Christian love shows itself also in the practice of honest work to earn the daily bread. The child of God should not be known as "sponger" (one who lives at the expense of others) or as gossiper. The Saviour was a carpenter before being a preacher and the apostle Paul sometimes practiced his craft (tentmaker) to sustain itself in evangelistic work and to give a good example to the believers, although having the right to be sustained by them (1 Corinthians 9:1-5, 11-15, 18-20).
Paul returns to this subject in his second letter to the Thessalonians, chapter 3, verses 6-13.
1 Finally then, brethren, we urge and exhort in the Lord Jesus that you should abound more and more, just as you received from us how you ought to walk and to please God;
2 for you know what commandments we gave you through the Lord Jesus.
3 For this is the will of God, your sanctification: that you should abstain from sexual immorality;
4 that each of you should know how to possess his own vessel in sanctification and honor,
5 not in passion of lust, like the Gentiles who do not know God;
6 that no one should take advantage of and defraud his brother in this matter, because the Lord is the avenger of all such, as we also forewarned you and testified.
7 For God did not call us to uncleanness, but in holiness.
8 Therefore he who rejects this does not reject man, but God, who has also given us His Holy Spirit.
9 But concerning brotherly love you have no need that I should write to you, for you yourselves are taught by God to love one another;
10 and indeed you do so toward all the brethren who are in all Macedonia. But we urge you, brethren, that you increase more and more;
11 that you also aspire to lead a quiet life, to mind your own business, and to work with your own hands, as we commanded you,
12 that you may walk properly toward those who are outside, and that you may lack nothing.
1 Thessalonians chapter 4, verses 1 to 12