Joy is one of the consequences of the Holy Spirit's presence in a believer (Galatians 5:22). It expresses the relief of sins forgiven, the confidence of being loved by God and the prospect of being welcomed by Jesus when He comes again. But adverse circumstances, inner conflicts and doubts may dull our joy. Paul's instruction was to consciously express the Lord's presence without fear (Luke 1:74): to revel in His love and look forward to glory with Jesus (John 17:24).
 
Prayer is not a religious rite. It is a free-hearted, voluntary and 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); discussing our plans with Him and thanking Him for His answers as He intervenes in our lives. That does not mean we should always be kneeling or doing our daily work with hands raised. But it does mean that the child of God chooses always to be conscious of the Lord's presence and talking with Him.
 
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, and yet had not removed them from the trouble (John 17:14-15). Indeed, the difficulties increased. Their living and (sometimes) dying witness to the grace of Christ was the seedbed from which many new believers would be harvested (Acts 8:1). And so they needed to be reassured that trouble did not mean God had deserted them: 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 not motivated to promote themselves but Christ (Philippians 4:9). Joy, prayer and praise are God's will for our lives. As we choose to express them, the people we live and work with will certainly notice. We will be the ray of light they may be seeking in a dark world (Philippians 2:15).