2 Peter 3: 9 and 10
The Lord is not slack concerning his promise, as some count slackness, but is long-suffering toward us, not willing that any should perish but that all should come to repentance.
But the day of the Lord will come as a thief in the night in which the heavens wil pass away with a great noise and the elements will melt with fervent heat and both the earth and the works that are in it will be burned up.
1 Thessalonians 5:2 also speaks of the day of the Lord coming as a thief in the night.
What is the day of the Lord that Paul and Peter are talking about here?
If we go back to the beginning of 2 Peter chapter 3 we find that Peter is talking about the time, when he says, that scoffers will come in the last days saying, "Where is the promise of his coming? For since the fathers fell asleep, all things continue as they were from the beginning of the creation. "But," he says, "for this they willfully forget...the heavens and the Earth which are now preserved by the same word, are reserved for fire until the day of judgment and perdition of ungodly men." Then comes verse 9: "The Lord is not slack concerning His promise, as some count slackness, but is long-suffering toward us, not willing that any should perish but that all should come to repentance."
Obviously then, people are not looking for, not expecting, the coming of the Lord. So he comes to them unexpectedly as a thief in the night. When one feels secure and is sleeping at night, a thief coming suddenly would be a great surprise.
Then Peter asks a really important question, "Since all these things will be dissolved, what manner of persons ought you to be in holy conduct and godliness, looking for and hastening the coming of the day of God," the King James says, "wherein the heavens will be dissolved, being on fire, and the elements will melt with prevent heat?"
Then comes our response, "Nevertheless we, according to His promise, look for new heavens and a new earth in which righteousness dwells.
First Thessalonians 5:5 is equally clear when Paul says, "But you, Brethren, are not in darkness, so this day should overtake you as a thief. You are all sons of Light and sons of the day. We are not of the night nor of Darkness. Verse 6: Therefore let us not sleep, as others do, but let us watch and be sober."
If we believe His promise, and are looking for the day of God, we are not surprised by the coming of the Lord. If you are watching, to you He does not come surprisingly, as a thief in the night, you know that his coming is near and you are watching for Him.