"Therefore, among God's churches we boast about your perseverance and faith in all the persecutions and trials you are enduring." NIV translation
Why does God allow trouble in the lives of His people? We see a clear presentation of the answer in this verse. The church in Thessalonica was standing strong in the face of severe troubles. Therefore, Paul was able to use them as an example to other groups of believers to encourage them and help them to stand strong as well.
A second reason for God allowing these bad things to happen is that it is evidence that God is right in punishing the wicked in the last days. Although our actions do not gain us entry into the kingdom of God, the fact that we suffer for following Jesus is evidence that we are His and are truly following Him.
"God is just: He will pay back trouble to those who trouble you and give relief to you who are troubled, and to us as well. This will happen when the Lord is revealed from heaven in blazing fire with his powerful angels." NIV translation
Paul reassures them of the fact that God is in control and He is the great avenger. He reminds them that God will punish those who are persecuting His church and he will also give the saints rest from the trials of this age. This is all coming in the judgments that are described in Revelation 20. While we are here and going through struggles, it may seem as if they will never end but we can be sure of God's Word. That Word says that the things of this earth are only temporary and we have the promise of eternity with God without any of the effects of sin.
"He will punish those who do not know God and do not obey the gospel of our Lord Jesus. They will be punished with everlasting destruction and shut out from the presence of the Lord and from the majesty of his power" NIV translation
Paul goes on to describe the punishment that is for those who reject God. They do not want anything to do with God and so that is what He will give them as they are cast into hell. God is light and so in that place there will be absolutely no light. It will be a darkness that you can actually feel in your bones. God is love and so, without Him, there will only be hate. God is good so there will not be anything good in hell only evil. There are those that say they are in hell here and now on earth but, my friends, you haven't seen anything yet. Now is the day of salvation for all!