Fortunately, the Holy Spirit does not give us this verse in isolation. He beautifully sandwiches it between two other verses (read context) that give it color and practicality. Back up one verse and this is what you read.

Be joyful always;
1 Thes. 5:16

Well that doesn’t seem any better! Seriously, how am I to be joyful when the world comes crashing down on me? When I am struggling and the shame hits me, the last thing I feel is joyful. That is where this gets exciting. Let’s read those verses together with some inline commentary.

Be joyful always;
1 Thes. 5:16

But how?

pray continuously;
1 Thes 5:17

Joy is linked to prayer. Taken alone, this still seems like a burdensome command that I could never live up to. I don’t always feel joyful and I quite often throw prayer out the window. Fortunately there is more context to help us along.

Be joyful always;
1 Thes 5:16

But how?

pray continuously;
1 Thes. 5:17

What does it look like to always be joyful and pray continuously?

give thanks in all circumstances, for this is God’s will for you in Christ Jesus.
1 Thes. 5:18

There it is. I knew something was missing! The wonderful thing is that the key I needed to unlock my understanding of an often-quoted, guilt-laden admonishment from scripture was right there all the time; right there in the context!