The First and Second Epistles to the Thessalonians are exactly what they say they are: epistles. That's just a fancy word meaning letters. So essentially, we're sorting through some really old mail. Easy peasy lemon squeezey, right?
But hold up a second. While 1 Thessalonians is pretty much a traditional letter from Paul (he says "hi" and then starts doling out all kinds of advice), 2 Thessalonians probably wasn't originally sent as a letter.
See, scholars believe that some guy wrote 2 Thessalonians on his own to address whatever problems his community of Christians was having. Since the second letter is pretty similar to the first, he didn't really go into too many extensive changes. Afterwards, he just pretended that Paul was the genius behind it all in order to give his message more oomph. It was a clever move.
Since this was a pretty common practice in ancient times, we can't call the guy out too much (after all, he did make it to the Bible, so his spin on things couldn't be that bad). Basically, it just means that even though 2 Thessalonians is written in the style of a letter, it probably never made it through the mail to anyone. Hey, at least that ancient author saved on stamps.