In 1 Thessalonians 5:12-22, the Apostle Paul is giving an exhortation and teaching for holy living to the Thessalonians then and even now to us.
Let’s look into verses 16-18:
 
“Rejoice always,  Vs. 16
Pray unceasing,   Vs. 17
In everything give thanks; for this is the will of God in Christ Jesus for you.”  Vs. 18 
 
‘Rejoice always’
This looks like a shorthand version of  Philippians 4:4 “Rejoice in the Lord always.  Again I will say rejoice.”  
(In this instance, Vs. 6-7, Paul is telling Believers of the peace of God that is available through Christ Jesus.) 
 
Scripture speaks of-- 
Rejoicing in the word as we see in Jeremiah 15:16:
“Your words were found, and I ate them,
And Your word was to me the joy and rejoicing of my heart;
For I am called by Your name,
O LORD God of hosts.”
 
Rejoicing in the assurance of disciples name’s written in heaven.  Jesus tells the seventy on the return of their mission:
“Nevertheless do  not rejoice in this, that the spirits are subject to you, but rather rejoice because your names are written in heaven.”  Luke 10:20
 
Rejoice in salvation as seen in Jesus’ parable of the lost sheep:
“And when he has found it, he lays it on his shoulders, rejoicing.  
And when he comes home, he calls together his friends and neighbors, saying to them, ‘Rejoice with me, for I have found my sheep which was lost!’  
I say to you that likewise there will be more joy in  heaven over one sinner who repents than over ninety-nine just persons who need no repentance.”  Luke 15:5-7
 
Rejoice in persecution (Peter and the apostles were beaten for speaking in the name of Jesus):
“…And when they (men in the council) had beaten them, they commanded that they should not speak  in the name of Jesus, and let them go.
So they departed from the presence of the council, rejoicing that they were counted worthy to suffer shame for His (Jesus) name.”  Acts 5:40-41
And Vs 42 tells us,
“And daily in the temple, and in every house, they did not cease teaching and preaching Jesus as the Christ.”
 
Rejoice in suffering as we see here in Peter 4:12-14;
“Beloved, do not think it strange concerning the fiery trial which is to try you, as though some strange thing happened to you; 
But rejoice to the extent that you partake of Christ’s suffering, that when His glory is revealed, you may also be glad with exceeding joy.
If you are reproached for the name of Christ, blessed are you, for the Spirit of glory and of God rests upon you. On their part He is blasphemed, but on your part He is glorified.”
 
These are but a very very very few of the reasons to rejoice.  As you seek Him your list will be endless!  
 
Christmas is the time of celebration of the incarnation of God who came to earth, born into mankind as a helpless Babe, to live a life of humility; all to accomplish God’s plan for our redemption, reconciliation and salvation.  Is this not grounds for our humble, grateful, worshipful, joy and rejoicing?  Let us join together even now as we sing--
 
Joy to the world the Lord has come,
Let earth receive her King.
Let every heart prepare Him room
And heav’n and nature sing, 
And heav’n and nature sing,
And heav’n and heav’n and nature sing.
 
He rules the world with truth and grace
And makes the nations prove
The glories of His righteousness,
And wonders of His love, 
And wonders of His love,
And wonders, wonders of His love.
 
Oh most gracious and loving Father, Jesus and Holy Spirit, we bow down in humble worship to You, the only wise and faithful God.  How blessed we are; blessed, beyond what we can even comprehend or think!  All glory to you Lord God of Eternity.  Amen