Like us, the return of Christ was much on the minds of first-century Christians, yet Paul tells them he felt no need to write concerning its timing. Why? Because they should have known that the Day of the Lord will come like a thief in the night. There was no point in Paul trying to outline it all, as it will happen at a time that nobody can anticipate.
However, he writes something that seems contradictory in verse 4: Since they are not in darkness, that Day should not "overtake [them] as a thief." What is actually meant is that the day of God's wrath would not possess them—literally, "take them over." God's wrath would not swallow them up, or the destruction of that Day does not need to have power over them. He does not mean that it would not surprise them, but as a parallel verse clarifies, "For God has not appointed us to wrath" (verse 9), even though they will be surprised.
Verse 6 contains the same admonition seen elsewhere to be awake, to be sober, and to watch. Though we are not appointed to wrath, other verses show that we can certainly still incur it if we are not taking heed to ourselves (see Hebrews 10:26-31). So we are instructed to watch—to be vigilant about our spiritual state, to have continuous and wakeful concern over fulfilling our part of the covenant, to be on guard against spiritual dangers, spiritual drowsiness, and deception. Those who do these things, along with praying always, will be accounted worthy to escape the wrath. Simply watching down the road for a sign of the Master's return really does not prepare us for anything at all.
David C. Grabbe
'As a Thief in the Night'
These people were so far gone already in around AD 50 that they were being neglectful—they were going to sleep spiritually. In the Parable of the Ten Virgins, they all slumbered and slept, and the Thessalonians were now going to sleep spiritually themselves.
John W. Ritenbaugh
How to Know We Love Christ
The advice given to the Christian is to watch. While asleep, one cannot watch. The Greek word for "watch" can be better translated "alert," and the word for "sober" is more correctly "self-controlled." So Paul advises, "Let us be alert and self-controlled." In other words, while all of the distractions of this world spin dizzyingly around us, we have to be alert to their appeal and controlled enough to discipline ourselves to prioritize in the right way.
Though such a task is not easy, we must forcibly set our wills to pay attention to those eternal things that are more important. If we fail in this task, we may begin conducting our lives in darkness, and living in darkness leads eventually to spiritual blindness. It is vital to our spiritual health to remain alert and self-controlled!
John W. Ritenbaugh
The World, the Church, and Laodiceanism