1 Thessalonians 5:17–18 (ESV) … “pray without ceasing, give thanks in all circumstances; for this is the will of God in Christ Jesus for you.”
Indeed, God urges us to “pray without ceasing.” We can pray with the upward glancing of the eye. We can pray when waiting for a bus or when driving the car. We can pray as we meet someone or say goodbye. Prayer does not have to be sermonic or even structured. When Nehemiah was given his golden opportunity to ask the Persian emperor for permission to go to the Promised Land to rebuild the walls of Jerusalem, Scripture says, “Then the king said unto me, For what dost thou make request? So I prayed to the God of heaven. And I said unto the king, … send me … unto the city … that I may build it” (Neh. 2:4–5). We can be sure that Nehemiah, when he prayed, did not pray like Solomon when he was dedicating the temple or like Daniel when he was confessing Israel’s sins. No, indeed! Nehemiah’s prayer was what Guy King once called “a sky telegram.” It did not even need words. God can read the unformed words of a praying heart.
Paul wants us to know, too, that when it comes to prayer, we not only have access at all times but also must have acceptance in all things. It’s no use for us to pray, “Not my will but thine be done,” and then to rebel against what God sends by way of answer. “In every thing give thanks: for this is the will of God in Christ Jesus concerning you” (5:18).
Years ago, I heard Alan Redpath tell an amusing story at the Moody Bible Institute spiritual emphasis conference. A friend of his seems to have read this very verse in his morning devotions. He decided to put it into practice. Starting that very morning, he would give thanks in everything.
He was leaving Mobile, Alabama, by Greyhound bus that morning for an all-day trip. It was one of those hot and humid summer days, and it was back before air-conditioning was common in buses and cars. The man arrived at the bus station in good time and secured himself a seat by the window. “Thank You for this window seat, Lord,” he said. “It’s going to be a hot trip, but at least I can get some breeze.” The bus began to fill up. However, the seat next to him remained vacant. He said, “Thank You, Lord. It’s going to be a hot trip, but at least I will have some room to spread out.” The driver took his place, started the bus, and closed the door. “Thank You, Lord,” the man said. “You’ve kept this seat beside me empty.”
Just as the bus was about to pull away from the terminal, however, someone banged on the door. It was a late-arriving passenger, a very large woman towing behind her a very small boy. She clambered aboard, pouring with perspiration and glowing with heat like a furnace. She came down the aisle of the bus, passed a number of empty seats, and flopped heavily down into the seat beside this man. She was quite unable to limit her bulk to the allotted space. The overflow pressed hot and heavy against the dismayed and disappointed man. Waves of heat and the strong odor of perspiration engulfed him. The woman hauled her little boy upon her lap, and he began to howl and kick his feet. The man received his share of the flying feet on his legs. The woman slapped the little boy, but that only made him worse. By way of consolation, the woman pulled out a pack of cigarettes, lit one, and blew out volumes of smoke that added immeasurably to the man’s discomfort. The boy settled down. The cigarette smoldered. The woman fell asleep. As she relaxed, her bulk sagged heavily in the direction of the unfortunate man, who was now pressed so hard against the side of the bus he could hardly breathe. Tentative shoves proved that he was hopelessly trapped. He sat there in growing misery, his temperature rising, his limbs cramped, and his senses assailed with smoke and body odor.
Then he thought of his morning’s text: “In every thing give thanks; for this is the will of God in Christ Jesus concerning you.” He said, “Lord, what is there in this situation for which I can be thankful?” He waited. It flashed into his mind: “You can be thankful that you are not married to her!”
The point is that God expects that we shall rise triumphant over our circumstances. There is always something for which to be thankful.
 Phillips, J. (2009). Exploring 1 & 2 Thessalonians: An Expository Commentary (1 Th 5:16–22). Kregel Publications; WORDsearch Corp.