For
(NIV: in fact) correctly translates the Greek καὶ γὰρ by indicating that the sentence to come adds a new and important thought
to the preceding statement.1 Paul is about to remind the Thessalonians how they knew about the reality of persecution; in so doing he will emphasize its inevitability for the follower of Jesus.
4 For when we were with you, we kept telling you beforehand that we were to suffer affliction, just as it has come to pass, and just as you know.