This is one of approximately70 New Testament commands to rejoice. This volitional choice is extremely important for the Christian. We can always rejoice if we remember what God has given us in Christ. [source][source][source]
Context Summary
1 Thessalonians 5:12-28 - "without Blame" At His Coming
The remainder of the chapter is filled with brief sentences of exhortation, like cablegrams from our Heavenly Captain to his soldiers, who, in the previous section, are described as wearing the breastplate of faith and love. As we endeavor to put them into practice, we become conscious of a new and divine energy entering and quickening our nature. It is the God of peace who is at work, co-operating with our poor endeavors and sanctifying us wholly.
Each soul has a ministry to others, 1 Thessalonians 5:14. A sketch is here given of the ideal believer, 1 Thessalonians 5:16-22; full of joy, constant in prayer, giving thanks in everything, loving with the unquenched fire of the Holy Spirit, willing to listen to any voice that may bear a divine message, testing all events and utterances with a celestial solvent, steadfast in good, and persistent against evil. This is a high standard, and impossible of realization apart from the indwelling of the Holy Spirit. But when the inner shrine is truly surrendered to Him, He will possess the whole temple, even to our physical well-being. God is faithful and will never fail the soul that dares to be all that He wills [source]
Chapter Summary: 1 Thessalonians 5
1He proceeds in the description of Christ's coming to judgment; 16and gives various instructions; 23and so concludes the epistle
What do the individual words in 1 Thessalonians 5:16 mean?