Material relating to sin
1. Paul draws a connection between increasing and abounding in love and being established blameless in holiness before God (3:12-13). We don't want to read this anachronistically and invest some wholesale theology into the words.
But it's hard to deny that Paul links loving one another and, indeed, all people with being blameless in holiness before God. Holiness has to do with being in a condition appropriate to belonging to God. We often speak of this condition in terms of purity, and that works. But we should notice that "purity" in such things is a very "deep" construct. It is not like telling a shirt is dirty because it has stains or smudges. Impurity in religion is, from an anthropological perspective, can appear somewhat arbitrary from those looking in from the outside.
Paul here implies that wholeness, blameless holiness before the Christian Jewish God, implies loving one another and in fact all.
2. In the first part of 1 Thessalonians 4, Paul is clearly concerned with "how it is necessary to walk and please God" (4:1). There is no sophisticated theology here. It says what it says. Believers have to please God in how they live, period.
The will of God is their "sanctification," their holiness 4:2). Paul then gives one poignant example of what this might mean--"that you stay away from sexual immorality." We should be careful not to equate holiness here straightforwardly as ethics. Rather, holiness implies certain ethics.
To be in a condition appropriate belonging to the Christian Jewish God, abstention from sexual immorality is required. Someone who participates in sexual immorality is not "blameless in holiness."
Paul then presents a sexual ethic that holds ones "vessel," one's body, "in holiness/sanctification and honor" (4:4). I presume that Paul has men primarily in mind. They are not to operate "with the passion of desire" like the Gentiles, wronging their brother.
The brother would most naturally refer to a fellow believer. Paul indicates that God will avenge that brother (4:6). Whether Paul has in mind committing adultery with a believer's wife or sleeping with his daughter, I don't think we can say. Perhaps Paul has all such things in mind.
Paul contrasts "uncleanness" with "holiness/sanctification" in 4:7. Uncleanness is simply that which is inappropriate for someone belonging to the Christian Jewish God. The person who rejects these ideas is not rejecting Paul but "the God who gave his Spirit, his Holy Spirit to you (plural).
The presence of the Holy Spirit inside believers individually and corporately is very relevant, for it is the Holy Spirit more than anything else that makes a person be in a status of belonging to God. Uncleanness is incompatible with God's presence in a person--holiness and uncleanness represent opposite statuses or conditions.
Other matters of interest
1. Whether Paul was still in Athens when he was writing, 3:1-2 tell us that Paul had sent Timothy to Thessalonica to make sure they were holding up under persecution. Timothy has just returned at the writing of the letter (3:6).
This sequence poses a small issue with regard to Acts. In Acts, Paul leaves Timothy and Silas behind in Berea, while he goes on to Athens (17:14-15). Acts does not tell us about them rejoining him until 18:5. By contrast, 1 Thessalonians has Paul and Silas in Athens sending Timothy back to Thessalonica.
I personally don't think that Acts means to be precise in its history, so I am not bothered to try to reconcile these accounts. I am very willing to believe they can be reconciled. But my default inkling is to go with Paul and see 1 Thessalonians written from Corinth, with Paul and Silas sending Timothy back to Thessalonica when they were at Athens.
2. Paul considers persecution to be appointed to at least him and Silas, but he may imply persecution is appointed for all believers (3:3-4).
3. Paul refers presumably to Satan as "the tempter" in 3:5.
4. Paul apparently expects the Thessalonians to be alive when Christ returns (3:13).
5. Of course the eschatological passage of 4:13-18 has many interesting facets. I have suggested that Paul did not discuss the resurrection much with the Thessalonians while he was there, his focus being almost completely on the second coming or parousia, as he puts it.
Paul refers to the dead as those who sleep, and I am not sure that Paul had any sense of an intermediate state for the dead at this point in his ministry (he would later, I believe). Notice it is only the dead in Christ who rise. If Paul believed that the OT saints would be a part of the resurrection at this point in his life, he gives us no indication of it.
N. T. Wright has suggested that meeting in the air should be understood on the model of a group going out to welcome an ambassador approaching a city in order to lead the person in. I do think Paul sees us meeting Christ in the air not to go off to heaven but to assemble for participation in the judgment of the world and of angels.