1 Thessalonians 4

After having exhorted the saints in Thessalonia on -

"...how ye ought to walk and to please God, so ye would abound more and more.
2 For ye know what commandments we gave you by the Lord Jesus." (New Testament | 1 Thessalonians 4:1 - 2)

Including avoiding lust and all forms of immorality -

"That every one of you should know how to possess his vessel in sanctification and honour..." (New Testament | 1 Thessalonians 4:4)

"For God hath not called us unto uncleanness, but unto holiness." (New Testament | 1 Thessalonians 4:7)

To be holy, Paul teaches how to live in holiness, or as saints suggesting that as saints -

"Ye are all the children of light, and the children of the day: we are not of the night, nor of darkness." (New Testament | 1 Thessalonians 5:5)

Therefore, to be holy or a saint -

"...we exhort you, brethren, warn them that are unruly, comfort the feebleminded, support the weak, be patient toward all men." (New Testament | 1 Thessalonians 5:14)

"See that none render evil for evil unto any man; but ever follow that which is good..." (New Testament | 1 Thessalonians 5:15)

"Pray without ceasing." (New Testament | 1 Thessalonians 5:17)

"In every thing give thanks..." (New Testament | 1 Thessalonians 5:18)

"Despise not prophesyings." (New Testament | 1 Thessalonians 5:20)

Or in other words, those that teach and testify of Jesus Christ -

"Prove all things; hold fast that which is good." (New Testament | 1 Thessalonians 5:21)

I think "prove" means to receive confirmations of the Holy Ghost.

And even -

Abstain from all appearance of evil." (New Testament | 1 Thessalonians 5:22)

This is what it means to strive for holiness.