1 Thes 5 tells us that the Lord will return as a thief in the night. How does a thief in the night come? When you are not looking for him. When things are quiet. When you are not prepared to defend against him. That is how the Lord will return, when Satan is not prepared for Him. But we do not need to fear Him as we would a thief, because we are His, and should be ready for His return.
Look at it another way:
Jesus is the groom, and the Church is His bride. The Ketubah (marriage contract (look it up if you are not familiar)) has been signed (in Jesus' blood no less), and He has gone to His Father's house to prepare a place for us. Our job, as the bride, is to prepare ourselves for His return to get us, and make ourselves pretty and ready for the wedding. We are looking forward to His coming to get us, not afraid of it like we would be of a thief who comes to rape, kill, and destroy (Satan). But we do not know when He will come for us, so we have to make ourselves ready NOW, not waiting until later to get ready for Him (or we might miss Him).