1 Thessalonians 4:2

For ye know what commandments we gave you by the Lord Jesus.

The Thessalonian believers already knew the commandments that had been given to them, and those commandments had been given through the Lord Jesus and by and under His authority. They were given to direct daily conduct, teaching how to live in a way that pleases God and to grow in sanctification and practical godliness. The instruction that comes immediately afterward identifies God's will for them as their sanctification. That sanctification means abstaining from sexual immorality and from uncleanness, and living in holiness and sexual purity. The same commandments extend to brotherly love, to living quietly, to working honestly, and to relating responsibly to others.