Joy is a deep conviction of inner gladness.  It is more than happiness, which arises from pleasant things that happen and easily fluctuates.  The Holy Spirit's presence in the believer produces joy (Galatians 5:22): the confidence of being totally loved by God, the relief of sins forgiven, and the anticipation of being welcomed by Jesus when He comes again.  Joy is therefore bound to both love and hope.  But difficult circumstances, our own inner conflicts, and Satan’s lies may stir doubts which dull our joy.  So, the Apostle Paul’s instruction is: deliberately choose to express our joy in Jesus, who continues to hold us safely in His love.  To ‘rejoice’ is to ‘express the joy’ that the Holy Spirit has put into us.
 
That expression is sometimes spontaneous, but it often needs to be a chosen activity - as we pray and give thanks to the Lord.  Rejoicing, praying, and giving thanks are all relational activities … intimate communication with God who made us and redeemed us.  Every breath that we take is His gift, and every step we take is in His view.  So we ought to be talking to Him all the time (Colossians 1:9) … thanking Him for His company with us yesterday and today, and discussing with Him our plans for tomorrow.  That does not mean we should always be kneeling or doing our daily work with hands raised.  But it does mean that the wise child of God will always choose to tell Him everything that is in the heart.
 
The church in Thessalonica was experiencing significant persecution (1 Thessalonians 2:14-15).  Many circumstances were bad, and yet Paul instructed them to give thanks to God for every situation.  The Lord had chosen them from the world to make them His own, but had not removed them from the trouble (John 17:14-15).  Indeed, often the difficulties increased.  Their living, and (sometimes) dying, witnessed to the grace of Christ: and that was the seedbed from which many new believers would be harvested (Acts 8:1).  And so, the Christians needed to be reassured that trouble did not mean God had deserted them… no, He was with them in it so that the world could see His transforming power (Romans 12:2).  So they must not grumble but give thanks (1 Corinthians 10:10).
 
Alas, all too many believers today are in the church for what they can get.  That was not the Jesus-way nor the experience of the Apostles.  They are our examples, teaching us to show the world how differently believers live, because they are motivated to promote Jesus Christ, and not themselves (Philippians 4:9).  Joy, prayer and praise are God's will for our lives.  As we choose to express them, the people where we live and work will certainly notice.  We will be the ray of light they may be seeking in a dark world (Philippians 2:15).