The Thessalonian believers became imitators of the churches in Judea through their experience of suffering. We see the possible nature of their suffering in the words of Victor Furnish:
Most likely because the converts had abandoned their former gods and religious practices...they were perceived by others as a threat to the social and political well-being of the city. This would have resulted in such difficulties as their alienation from unbelieving family members and friends; the curtailment of their opportunities to maintain, let alone to improve, their current economic and social status; the restriction of their access to the city’s political and social institutions; and their constant subjection to harassment and public insults.1
This understanding of the Thessalonians’ suffering draws from 1 Thessalonians 1:9, where we read that the new believers had turned from idols to serve the living and true God. The fact that they had previously worshipped idols implies that they must have been Gentiles (since, at that time, Jews were fiercely resistant to all idolatry).
14 For you, brothers, became imitators of the churches of God in Christ Jesus that are in Judea. For you suffered the same things from your own countrymen as they did from the Jews,