I Thessalonians 4 contains some very practical teaching on how Christians should live. Paul includes several instructions about what a life pleasing to God looks like.
These are the contours of a Christian life:
Sanctification (a long word which means "growing in grace and holiness" or "spiritual growth") - Christians should strive for holiness in general and specifically in the sexual arena. Paul commands the Thessalonians (and, by extension, us) to exhibit self-control over our bodies and urges. A Christian life should be one of purity (vs. 7).
Loving one another - This is one area in which the Thessalonians excel. They are already doing this (vs. 10) and just need to do so more and more.
Humble, gentle lives - Live quietly and mind your own affairs, Paul says.
Economic independence - As much as possible, Christians should not be a burden to anyone. This independence is a witness and also a valuable freedom.
This short sketch gives us an idea of what Paul considered most important to transmit to the young church at Thessalonica about what it means to be a Christian.