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. (1 Thessalonians 4:1-7, NASB)
In the Apostle Paul’s first letter to the church at Thessolonica, he strives to encourage his flock amongst heavy persecution. Their Roman masters were jealous of this new god, Jesus, hence the persecution. In the Bible verses above, his message is one of how one should live his/her life. Specifically, it’s a message of sanctification.
The best definition of sanctification I’ve heard is “set apart.” We followers of Jesus are to be different, or set apart from everybody else. A synonym for sanctification is “holiness.” God is the ultimate picture of holiness. God is so holy that He cannot tolerate any sin around Him. That’s why His plan of salvation is for us sinners to put our trust and hope in His Son, Jesus Christ. When God looks at us sinners, He sees Jesus instead. Try as we might, once we’re saved, we still sin. We all need Jesus as our Advocate!

Paul begins by urging the church to act according to his instructions, that is, Jesus’ instructions. He encourages them in that they already act accordingly, but tells them that they can do even better! The “will of God [is for] your sanctification.” So what comprises sanctification? First is moral purity. We’re to remember that our bodies (“vessels”) are the temples of the Holy Spirit, God in us! We should want God to be honored while he dwells in us, so we must take care not to defile our tabernacles.
Second, “that no man transgress and defraud his brother in the matter because the Lord is the avenger in all these things.” God hates when His people cheat one another, or other people. He is the Avenger!
Finally, “God has not called us for the purpose of impurity, but in sanctification.” God wants us to be pure. He desires purity in our hearts, and in our actions. We’ll never be as sanctified, as holy, as we need to be, until we get to heaven. That’s why we all need Jesus!