FOR INDEED WHEN WE WERE WITH YOU, WE KEPT TELLING YOU IN ADVANCE THAT WE WERE GOING TO SUFFER AFFLICTION: kai gar hote pros humas emen, (1PIAI) proelegomen (1PIAI) humin hoti mellomen (1PPAI) thlibesthai, (PPN): (John 16:1-3; Acts 20:24)

When we were with (pros) you - Here Paul looks back to the time when the missionaries were still in a mutual face-to-face relationship with (pros) their readers. Then "we kept telling you that we would be persecuted."

Jesus like Paul forewarned His disciples in order to keep them from being tripped up when afflictions came...

These things I have spoken to you, (note the stabilizing effect of sound doctrine) that (introduces a purpose clause) you may be kept from stumbling (literally from being stumbled, entrapped or tripped up - and giving up one's faith). They will make you outcasts from the synagogue, but an hour is coming for everyone who kills you to think that he is offering service to God. And these things they will do, because they have not known the Father, or Me.  (See note John 16:1-3)

Hiebert remarking on telling you in advance writes that...

Thus the suffering Thessalonians could take courage that their suffering as believers was no untoward accident that had unexpectedly befallen them; it was part of God's appointment for them. And as such they could be assured not only of its necessity but also of its beneficial purpose (see notes Matthew 5:10; 11; 12; 2 Timothy 2:10; 11; 12; 13;  1 Peter 4:12; 13; 14). (Hiebert, D. Edmond: 1 & 2 Thessalonians: BMH Book. 1996)

Kept telling in advance (4302)(prolego from pró = before + lego = to say) means literally to say or tell beforehand (in advance and so to predict), to foretell or to forewarn (the idea is the to warn in advance).

Forewarned is forearmed and that is what Paul and Barnabas sought to do to the new disciples in Lystra, Iconium and Antioch, Luke recording...

And after they had preached the gospel to that city and had made many disciples, they returned to Lystra and to Iconium and to Antioch, strengthening (episterizo - present tense = continually placing them firmly upon the Solid Rock of sound doctrine) the souls of the disciples, encouraging them to continue in the faith, and saying, "Through many tribulations we must enter the kingdom of God." (Acts 14:21-22)

He had plainly told them beforehand, in advance of its actual arrival, that suffering would be the inevitable result of accepting the gospel. Paul wisely followed the example of Christ Who warned His disciples that trouble awaited them

From now on I am telling you before it comes to pass, so that when it does occur, you may believe that I am He. (John 13:19)..

And now I have told you before it comes to pass, that when it comes to pass, you may believe. (John 14:29) (Comment: Notice that these "appointments" with trouble serve a divine purpose of nurturing faith! And it is this kind of "eternal perspective" which allows us to practice the command to "in everything give thanks" - see note 1Thessalonians 5:18)

There is an important principle to note for all those who would evangelize and then follow up (disciple) -- To leave converts unwarned of the possible adverse personal consequences of their acceptance of the gospel is to do them a serious injustice. Yes, God loves you and has a wonderful plan for your life, but that plan will always include suffering for the gospel! We must forewarn disciples so they are forearmed (cp Acts 14:22)

In an ancient Greek secular use of prolego we read

Gaius, an attorney, before his death expresses his thoughts in an epitaph for his tomb

Notice that here in 1Thes 3:4, prolego is in the imperfect tense conveying the sense of  "we were telling you (over and over)" or repeatedly.  Paul warned them many times for he understood Jesus’ teachings and also had personal experience in God's "school of suffering".

Prolego is used in 1 verse in the Septuagint (LXX) and 13 verses in the NT...

Isaiah 41:26 Who has declared this from the beginning, that we might know? Or from former times, that we may say, "He is right!"? Surely there was no one who declared, Surely there was no one who proclaimed (LXX = prolego = "proclaimed beforehand"), Surely there was no one who heard your words.

Matthew 24:25 Behold, I have told you in advance.

Mark 13:23 But take heed; behold, I have told you everything in advance.

Acts 1:16 Brethren, the Scripture had to be fulfilled, which the Holy Spirit foretold by the mouth of David concerning Judas, who became a guide to those who arrested Jesus.

Romans 9:29 (note) And just as Isaiah foretold, "Except the Lord of Sabaoth had left to us a posterity, We would have become as Sodom, and would have resembled Gomorrah."

2 Corinthians 7:3 I do not speak to condemn you; for I have said before that you are in our hearts to die together and to live together.

2 Corinthians 13:2 I have previously said when present the second time, and though now absent I say in advance to those who have sinned in the past and to all the rest as well, that if I come again, I will not spare anyone

Galatians 1:9 As we have said before, so I say again now, if any man is preaching to you a gospel contrary to that which you received, let him be accursed.

Galatians 5:21 envying, drunkenness, carousing, and things like these, of which I forewarn (prolego) you just as I have forewarned (proeipon - AAI from prolego) you that those who practice such things shall not inherit the kingdom of God.

1Thessalonians 3:4 For indeed when we were with you, we kept telling you in advance that we were going to suffer affliction; and so it came to pass, as you know.

1Thessalonians 4:6 (note) and that no man transgress and defraud his brother in the matter because the Lord is the avenger in all these things, just as we also told you before and solemnly warned you.

Hebrews 4:7 (note) He again fixes a certain day, "Today," saying through David after so long a time just as has been said before, "Today if you hear His voice, Do not harden your hearts."

2 Peter 3:2 (note) that you should remember the words spoken beforehand by the holy prophets and the commandment of the Lord and Savior spoken by your apostles.

Jude 1:17 But you, beloved, ought to remember the words that were spoken beforehand by the apostles of our Lord Jesus Christ,

We were going to (3195) (ginomai) means to come into existence, in this case continually being (present tense) in the state of suffering affliction.

Paul knew what was coming and yet he pressed onward toward the goal. He calls all believers to be imitators of him as he is of Christ Jesus, Who for the joy set before endured the cross and despised the shame (see notes Hebrews 12:2; 12:3)

Jon Courson commenting on trials wrote that...

A. W. Tozer was right when he said, “Before God can use a person greatly, He must allow that person to be hurt deeply.” This isn’t because God is mean, but because He knows we can’t comfort others unless we’ve been comforted ourselves.

Trials not only enable us to comfort others, but they purify our own faith. That’s why Peter said, “Don’t think it strange concerning the fiery trials that come your way. They are sent to test and purify your faith” (1 Peter 4:12).

What happens when you are in a fiery trial? Shadrach, Meshach, and Abed-nego will tell you: Jesus shows up (Daniel 3:25). That’s why James tells us to count it all joy when we fall into trials (James 1:2).

“Whoopee! A trial! How wonderful!” Crazy? Not really, because if you have this mind-set in your difficult times, you will see Jesus in a way that will blow your mind, warm your heart, and bless your socks off!

Trials don’t make or break us, gang. They simply reveal what’s inside. When I’m driving and hit a bump, the tea that splashes out of the mug on my dashboard was there before the bump. The bump doesn’t put the tea in. It just shows what was already in the cup. That’s what trials do. (Courson, J: Jon Courson's Application Commentary: NT. Nelson. 2004 or Logos) 

Richison comments on affliction writing that...

This pressure from without hems the believer in a situation like a mountain gorge. God puts conditions in our narrow way and presses us into distressing problems.

We are hard pressed on every side, yet not crushed; we are perplexed, but not in despair… (2 Corinthians 4:8)

God puts us into a squeeze play. Compression produces gold and compression produces character in the Christian life.

Christian suffering is inseparable from the Christian life. Christians face different kinds of affliction: persecution (see note 1Thessalonians 1:6), imprisonment (Acts 20:23), derision (see note Hebrews 10:33), poverty (2 Corinthians 5:13), sickness (see note Revelation 2:22), and inner distress (see note Philippians 1:17; 2 Corinthians 7:5).

Tribulation tests whether we will spread the gospel at the risk of life or limb and whether we will claim the promises of God (2 Corinthians 1:8-9). Faith accepts God’s discipline and patiently endures trial (2 Thessalonians 1:4). A Christian has the assurance that the coming glory far overshadows present suffering (2 Corinthians 4:17, 18). God’s promises give us hope in the face of suffering. (Ref)

Suffer affliction (2346) (thlibo from tribos = wear away, rub, break in pieces; NIDNTT says thlibo is from the root thlao = squash, crush) (See study of related word thlipsis) literally means to press, squash, hem in and then to be narrow. It pictures putting pressure upon or a pressing in upon or a pressing hard upon a person (as upon Jesus getting in the boat to keep from being crowded in Mark 3:9).

Richison explains that...

The words “suffer tribulation” refers to suffering due to the pressure of circumstances or the antagonism of others (2 Thessalonians 1:6, 7). This pressure from without hems the believer in a situation like a mountain gorge (Ed note: see use in Mark 3:9 below for an illustration for this sense of thlibo). God puts conditions in our narrow way and presses us into distressing problems. (Ref)

The Williams’ translation footnote says this is the

picture of a loaded wagon crushed under its heavy load

The idea is to press together, compress, squash, hem in. Figuratively thlibo refers to sufferings that arise from the pressure of circumstances or from the antagonism of persons and so means to afflict, to harass, to discomfit, to oppress, to vex. Philosophically group (thlibo, thlipsis) used for life’s afflictions. And so thlibo means to trouble, to afflict, to distress, to oppress, to cause trouble. In the passive voice it means to be the recipient of such trouble, etc, and thus to experience hardship or be afflicted (see 2Cor 1:6).

Here in 1Thessalonians 3:4 thlibo does not refer merely to a prediction, but to God's appointed will.

The basic idea of thlibo is ‘severe constriction’, ‘narrowing’ or ‘pressing together’ and thlibo is the verb used to describe the pressing of grapes to extract juice and make wine! What do pressing circumstances "extract" out of you...what kind of wine...sweet or bitter? Similar notions underlie the Latin word tribulum (a threshing sledge), which is the source of the English word tribulation. Most biblical references to tribulation are to sufferings endured by the people of God. The central and dominating factor in the biblical understanding of such suffering however is the mystery of the the suffering Servant, the Messiah (see notes Colossians 1:24; Revelation 1:9; cf. Isa 63:9). All the tribulations of the Messianic people are to be viewed in the light of the Savior's Suffering.

Here are some phrases in which thlibo is found in ancient secular Greek writings: "tight quarters", "the city is jammed full with a multitude", "a tight place and full of bad snakes", "distressed by someone's scheming", "distressed soul". The figurative used in classic Greek use is common, both in the sense of oppress (external) and of grieve, vex (internal). Epictetus speaks of the pressures of life (ta thlibonta) which the true Stoic must and can overcome (Dissertationes, 4, 1, 45; cf. 1, 25, 17 and 28; 2, 27, 2 f.; 3, 13, 8).

Thlibo is found 76 times in the Septuagint (LXX) (Ex. 3:9; 22:21; 23:9; Lev. 19:33; 25:14, 17; 26:26; Deut. 23:16; 28:52-53, 55, 57; Jos. 19:47; Jdg. 4:3; 6:9; 8:34; 10:8-9, 12; 1 Sam. 10:18; 28:15; 30:6; 2 Sam. 13:2; 22:7; 1 Ki. 8:37; 2 Ki. 13:4; 2 Chr. 6:28; 28:22; 33:12; Ezra 4:1; Neh. 4:11; 9:27; Job 20:22; 36:15; Ps. 3:1; 13:4; 18:6; 23:5; 27:2, 12; 31:9; 42:10; 44:7; 56:1; 60:12; 69:17, 19; 78:42; 81:14; 102:2; 106:11, 42, 44; 107:6, 13, 19, 28; 120:1; 143:12; Isa. 11:13; 18:7; 19:20; 28:14; 29:7; 49:26; 51:13; Jer. 30:20; Lam. 1:3, 5, 7, 10, 17, 20; 2:17; Ezek. 18:18; Mic. 5:9). Here are a few representative uses...

Exodus 3:9 And now, behold, the cry of the sons of Israel has come to Me; furthermore, I have seen the oppression with which the Egyptians are oppressing (Lxx = thlibo) them.

Judges 4:3 And the sons of Israel cried to the LORD; for he had nine hundred iron chariots, and he oppressed (Lxx = thlibo) the sons of Israel severely for twenty years.

Judges 10:9 And the sons of Ammon crossed the Jordan to fight also against Judah, Benjamin, and the house of Ephraim, so that Israel was greatly distressed  (Lxx = thlibo).

Judges 10:12 Also when the Sidonians, the Amalekites and the Maonites oppressed  (Lxx = thlibo) you, you cried out to Me, and I delivered you from their hands.

1Samuel 10:18 and he said to the sons of Israel, "Thus says the LORD, the God of Israel, 'I brought Israel up from Egypt, and I delivered you from the hand of the Egyptians, and from the power of all the kingdoms that were oppressing you.'

Psalm 18:6 In my distress (Lxx = thlibo = when I was afflicted) I called upon the LORD, And cried to my God for help; He heard my voice out of His temple, And my cry for help before Him came into His ears.

Psalm 69:17 And do not hide Thy face from Thy servant, For I am in distress (Lxx = thlibo); answer me quickly.

Psalm 107:6 Then they cried out to the LORD in their trouble (Lxx = thlibo used as a noun); He delivered them out of their distresses.

Psalm 120:1 A Song of Ascents. In my trouble (Lxx = thlibo used as a noun) I cried to the LORD, And He answered me.

Micah 5:9 Your hand will be lifted up against your adversaries (Lxx = thlibo = "those who continually afflict you"), And all your enemies will be cut off.

TDNT has this comment regarding the uses of thlibo (and thlipsis) in the ...

1. The theologically significant figurative use is common in the LXX for various Hebrew terms meaning a. “to distress,” b. “to treat with hostility,” c. “to afflict,” d. “to oppress,” and e. “to harass,” “be hostile to,” and even “destroy,” or, in the case of the noun, a. “trouble,” b. “distress,” c. “oppression,” “tribulation,” etc.

2. Both internal and external afflictions are in view, the former covering both distress and anxiety, the latter the afflictions of slaves or aliens, oppression by enemies, and such troubles as illness, desert wandering, and shipwreck.

3. Inner fear or anguish may be intended (cf. Gen. 42:21).

4. The terms acquire theological significance because the reference is usually to the distress of Israel (or the righteous), e.g., in Egypt (Ex. 4:31), or exile (Dt. 4:29). Often such distress is seen as a divine visitation on the people, so that we read of a present or future day of affliction (Isa 37:3; Hab. 3:16).

5. Yet the righteous also suffer various afflictions (enemies, sickness, etc.) from which God delivers them (cf. Ps 9:9; 32:7, etc.). In later Judaism afflictions are said to bring about repentance, increase merit, or achieve expiation for the self or others. (Kittel, G., Friedrich, G., & Bromiley, G. W.  Theological Dictionary of the New Testament. Eerdmans)

Thlibo is used 10 times in the NT...

Matthew 7:14 (note) "For the gate is small, and the way is narrow (thlibo - perfect tense = a contracted way, straitened way or compressed way and is the continual state of the way - cf John 14:6) that leads to life, and few are those who find it.

Mark 3:9 And He told His disciples that a boat should stand ready for Him because of the multitude, in order that they might not crowd (thlibo) Him;

2 Corinthians 1:6 But if we are afflicted (present tense, passive voice - continually being afflicted), it is for your comfort and salvation; or if we are comforted, it is for your comfort, which is effective in the patient enduring of the same sufferings which we also suffer;

2 Corinthians 4:8 we are afflicted (present tense, passive voice - continually being afflicted) in every way, but not crushed; perplexed, but not despairing;

2 Corinthians 7:5 For even when we came into Macedonia our flesh had no rest, but we were afflicted on every side: conflicts without, fears within.

1Thessalonians 3:4 (note) For indeed when we were with you, we kept telling you in advance that we were going to suffer affliction; and so it came to pass, as you know.

2 Thessalonians 1:6 For after all it is only just for God to repay with affliction those who (present tense, active voice - continually) afflict you 7 and to give relief to you who are (present tense, passive voice - continually being) afflicted and to us as well when the Lord Jesus shall be revealed from heaven with His mighty angels in flaming fire,

1 Timothy 5:10 having a reputation for good works; and if she has brought up children, if she has shown hospitality to strangers, if she has washed the saints' feet, if she has assisted those in distress (thlibo used hear as a noun, literally means "those who are continually being afflicted"), and if she has devoted herself to every good work.

Hebrews 11:37 (note) They were stoned, they were sawn in two, they were tempted, they were put to death with the sword; they went about in sheepskins, in goatskins, being destitute, afflicted (hard-pressed by their foes), ill-treated

Why are trials and afflictions necessary? Such experiences endured in God's power and for His glory prepare us to be able to comfort others also. In addition, trials serve to purify our faith, Peter exhorting his readers...

Beloved, do not be surprised at the fiery ordeal among you, which comes upon you for your testing, as though some strange thing were happening to you but to the degree that you share the sufferings of Christ, keep on rejoicing; so that also at the revelation of His glory, you may rejoice with exultation. (See notes 1Peter 4:12;  4:13) (Comment: Remember beloved that your trials are not sent to break you irreparably [although brokenness is often a "benefit" of trials - see Psalm 51:17 - Spurgeon's Note] but to reveal what is really inside and ultimately to conform you to the image of God's Son.)

Richison reminds us that...

Paul leveled with them that they would meet such things if they became Christians. He never misrepresented the difficulty in becoming a Christian. He never painted a rosy picture of a bed of ease. The Christian life demands confrontation. True Christianity is not convenient. (Ref)

AND SO IT CAME TO PASS, AS YOU KNOW: (PPN) kathos kai egeneto (3SAMI) kai oidate. (2PRAI): (1Thes 2:2,14; Acts 17:1,5-9,13; 2 Corinthians 8:1,2; 2 Thessalonians 1:4-6)

So (2531) (kathos) means as, just as, even as. Milligan has a similar use in a ancient secular Greek writing -- "that we will superintend the lamps of the above mentioned temples, as aforesaid"

Came to pass (1096) (ginomai) is used essentially to describe what comes into existence. Here the foretold afflictions did in fact come into existence.

Hiebert comments that with the phrase and so it came to pass Paul makes...

an appeal to the exact fulfillment of their predictions. This verification of his words should encourage them and strengthen their faith. It was assurance that the missionaries knew what they were talking about. As you well know is a confirmatory appeal to the personal experience of his readers. They could personally testify that his predictions had been no empty saying.  (Hiebert, D. Edmond: 1 & 2 Thessalonians: BMH Book. 1996)(Bolding Added).

Know (1492) (eido) literally means perception by sight (perceive, see) as in Mt 2:2 where the wise men "saw His star". It is the verb that describes absolute, positive, beyond a chance of a doubt type of knowing something. The perfect tense speaks of the permanence of their knowing.  It refers to that quality of knowledge that is intuitive. It means to see with the mind’s eye, signifies a clear and purely mental perception. It describes one as having come to a perception or realization of something.

Fausset rightly observes that...

The correspondence of the event to the prediction powerfully confirms faith: “Forewarned, forearmed” [Edmunds]. The repetition of “ye know,” so frequently, is designed as an argument, that being forewarned of coming affliction, they should be less readily “moved” by it.

Hendricksen agrees writing that...

Afflictions that have been predicted, and that take place in accordance with this prediction, serve to strengthen faith. (Hendriksen, W., & Kistemaker, S. J. NT Commentary Set. Baker Book or Logos)

Trials are the norm in the "victorious" Christian life, but we can rest assured that the Refiner's hand is always on the thermostat. Trials for believers prove the reality of our faith, and weed out those who are mere professors (1Pet. 1:7), enable us to comfort and encourage others who are going through trials (2 Cor. 1:4), develop endurance in our character (Rom. 5:3), make us more zealous in spreading the gospel (Acts 4:29; 5:27-–29: 8:3, 4) and help to remove the dross from our lives (Job 23:10).