"Finally then, brethren, we request and exhort you in the Lord Jesus, that as you received from us instruction as to how you ought to walk and please God (just as you actually do walk), that you excel still more. For you know what commandments we gave you by the authority of the Lord Jesus. For this is the will of God, your sanctification; that is, that you abstain from sexual immorality; that each of you know how to possess his own vessel in sanctification and honor, not in lustful passion, like the Gentiles who do not know God; and that no man transgress and defraud his brother in the matter because the Lord is the avenger in all these things, just as we also told you before and solemnly warned you. For God has not called us for the purpose of impurity, but in sanctification. So, he who rejects this is not rejecting man but the God who gives His Holy Spirit to you." (1st Thessalonians 4:1-8)Paul begins chapter four with the word "finally" even though he has a full two chapters yet to go! I don't know when it started, but, in my experience, this has become a practice many preachers have adopted: saying "finally" while there is a lot more to come! Thank's Paul! OK, glad to get that off my chest.
Seriously, however, 1st Thessalonians is not a letter with many commands or instructions but rather a very personal letter to a church Paul had had to leave too soon. When the Judizers heard that Paul was there, they came and caused a ruckus. "The brethren immediately sent Paul and Silas away by night to Berea," (Acts 17:10) Due to his hasty departure, there were still a few things he wanted to remind them about. Of primary concern in this letter was their call to purity, holiness, and sanctification. Paul was especially concerned that they would learn to live free from sexual immorality and learn to rule over their flesh with its impure passions and desires. The Greek and Roman world in Paul's day was quite licentious and could rival any modern society in their impurity and sensuality. People lived in a society where almost anything went and they were inundated with the message of sex day and night as they walked about in the course of their lives. The early Christians needed to train themselves for purity and holiness; learning to control their lust and deny their flesh, that they might live a life pleasing to God. This call to sanctification was inseparable from their call to salvation; you could not have one without accepting the responsibility of the other. Paul goes on to say that he who rejects this call to sanctification is not rejecting men, but God! It was not Paul calling them to purity, but the Holy Spirit!
We too live in a society that has many wrong perspectives on sex and sexuality. The Greek word for "sexual immorality" comes from the root word "porne" from which we get our word for "porn". We too have grown up being taught the world's idea of sex, and it is vastly different from God's view. We too need to train our souls to rule over our flesh and to discipline it for holiness. We too need to learn to live according to a new pattern of life, a pattern that is godlike and that is pleasing to God.
Finally, Paul gives us the contrary view to illicit sex when he says to not defraud each other in this matter. Everyone is someone's brother or sister, husband or wife, father or mother. The problem with the world's view of sex is that it reduces the other person to a mere object meant to serve us is our pleasures. We no longer see them as someone's mother, sister, or wife. If we would open our eyes and see them as people and treat them as we would treat our sisters, mothers, and wives the we would thing differently of lusting after them. We would instinctively honor them for the value they possess as creations of God and fellow human beings made in His image. They would become people, not objects.