The point being made when Paul says, “Pray without ceasing” (1 Thess. 5:17) is that prayer should suffuse our lives. We should be people of prayer. We should turn regularly to God in prayer. It should not be that we pray only on Sunday in church.
This text doesn’t literally mean we should never do anything other than pray. It’s clear the Scriptures call us to all sorts of other things. But prayer should be a regular, recurring part of our whole experience, such that there are not only, perhaps, set times of prayer for us but that we turn to the Lord throughout the day. We don’t have to pray at great length all the time, and I think that’s part of the reminder here. This text calls us to cultivate a sense of the presence of God with us, along with us turning our hearts, minds, and cares to Him regularly throughout the day.
It’s an encouragement to think of ourselves as a prayer-filled people. That’s the call, and it’s a valuable call for us to hear.