What does it mean that the day of the Lord comes as a thief in the night?
The day of the Lord coming as a thief in the night refers to Christ's coming in wrath and in judgment upon the unbelieving world. It is the opposite side from the rapture of the church, where believers are caught up to meet the Lord in the air.
Les explains that 1 Thessalonians 4 speaks of Paul and believers, describing the rapture of the church when believers are caught up together in the clouds to meet the Lord in the air. Then in chapter 5 he looks at the other side of the coin: the unbelieving world. In verse 2, the day of the Lord comes as a thief in the night, which he identifies as when Christ will come in wrath and in judgment. Verse 1 says believers have no need for Paul to write about times and seasons, and verse 3 shifts the pronoun to “they,” showing the difference.
For yourselves know perfectly that the day of the Lord so cometh as a thief in the night.