Paul, in typical fashion, begins to wind up his letter with a general exhortation toward Christian living, v1-2, and a call for sexual purity, v3-8.
 v1-2. Paul encourages the believers in Thessalonica to apply themselves "more and more" to their Christian "walk", in line with the instructions he gave them when he first ministered to them. Instead of serving their own interests, they should seek to "please God", or more rightly, serve God, as in fact they have been doing. The Greek word translated "please" would be better rendered "serve". In the end, the only act that is pleasing to God is repentance and faith. Trusting Christ pleases God far more than our compromised behavior.
v3. To the modern mind it seems strange that sexual immorality should be first and foremost in Paul's thinking, but both the theological importance of the one flesh union of marriage, along with the sexual laxity of Greek society, gave it a high priority for him. God's intention is that his children "should be sanctified", ie. through the power of the indwelling Spirit of Christ they should become what they are already in Christ. This intention is easily stifled when we give ourselves over to personal corruption. "Sexual immorality" here means illicit sexual intercourse.
v4. From the negative, abstain form impurity, Paul gives the positive, keep the body pure. This verse is not easily translated and may actually be an exhortation to "control" (in the sense of "possess") their own "body" ("vessel", ie. their wife). "Live continently" is most likely the substance of the exhortation. Such is an appropriate expression toward sanctification, ie. "is holy", and is also "honorable".
v5. The God-empowered person is to rule their body rather than be caught up in lustful passions (overmastering desire rather than aggressive desire). Such behavior is typical of the non Jewish world (here Paul means unbelieving Gentiles). They do not know God and therefore tend toward animal behavior.
v6. Sexual immorality wrongs the third party, either the person's married partner or future partner. "The Lord will punish" such behavior. Immorality has consequences both here and in the day of judgement, and these consequences should not be ignored. God's righteous judgement exacts a terrible cost. The believer cannot expect to sidestep these costs in the here and now, although thankfully sin's eternal cost is carried by Christ on the cross.
v7. God's "call", in the sense of intention, is not to free us to indulge in impure or immoral sexual acts, but rather to move us into the sphere where God's sanctification takes place, that our life may be increasingly aligned to the character of Christ through the power of the indwelling Spirit. God certainly does not intend for believers to live "impure" (unclean) lives.
v8. The believer who thinks they can get into sexual sins with impunity needs to understand that their behavior is nothing less than treating God with indifference. Above all, it is an affront to the Lord. In a sense, it is a sin against the Holy Spirit. We carry with us the very presence of the Lord in the gift of the Holy Spirit. We treat as nothing his presence when we act willfully.
 Martin Luther once wrote, "a Christian man is a perfectly free lord of all, subject to none. A Christian man is a perfectly dutiful servant of all, subject to all." Freedom and service, the two go together.
For a male, and increasingly within our society for a female, sexual immorality is a constant temptation. Greek society of the first century virtually encouraged sexual immorality. It was "excused by parents, commended by moralists, and consecrated by religion", Wordsworth. "Almost every form of sensual indulgence beyond the limits of marriage was permitted", Lecky. Today, affluent Western societies parallel Greek society of the first century and so believers need the same warning that Paul gave the Thessalonians all those years ago. "Avoid sexual immorality", "control your own body."
We all of us chase happiness, we all want to be fulfilled, possess identity, meaning, and somehow sex seems to provide the answer. There is something eternal in sexual union that gives us a taste of immortality. We possess the other and seemingly possess their life. Yet, it is but a taste, an image of an eternal union possible only with God.
The apostle gives three reasons why we should flee from sexual immorality and aim at chastity and marital fidelity:
i] God will act against illicit sex. It is true to say that God has designed the world so that sexual immorality brings its own disastrous consequences. We can't sow the wind without reaping the whirlwind.
ii] Sexual immorality affronts the whole of our Christian life. The path of sanctification is the way of happiness, not immorality.
iii] Sexual immorality is a sin against the Holy Spirit. It personally affronts God.
Of course, we have all fallen short of God's ideal of purity in some way or other. We may well remember a misspent youth, or an intimate relationships that has come apart and now replaced, or even the machinations of the mind. Without in any way undermining God's ideal of purity, we may need to be reminded again that He is a merciful God.
 1. Why is sexual immorality such a serious sin?
2. Expand on Paul's three reasons for chastity.