1 Thessalonians 4:13 (ESV)

13 But we do not want you to be uninformed, brothers, about those who are asleep, that you may not grieve as others do who have no hope.

Paul mentions brothers (“adelphoi”, see 1 Thessalonians 4:1) but this again refers to the brothers and sisters. All are being addressed with a new subject: at Jesus’ return, what will happen with all the deceased believers? Will they really join us? Remarkable in the answer is the use of the Greek word “koimomenon,” those who have fallen asleep. This special description of those who passed away can already be found in the Old Testament (e.g., Daniel 12:2) and also especially with Jesus (Mark 5:39 and John 11:11–13). It appears that the passing away of believers can be indicated as (having) fallen asleep. That gives hope for waking up one day! That is why their sadness about someone who has passed away is to be different (see Deuteronomy 14:1–2) than it is with unbelievers (“hoi loipoi”).

This question from the congregation of Thessalonica is understandable, because for the average Greek of that time, a physical raising of the dead was not in the picture.