We give thanks to God always for all of you, constantly mentioning you in our prayers, (1 Thessalonians 1:2 - ESV)
"We" is Paul, Silas (Silvanus), and Timothy; and this trio is thanking God, in unison, for this Church at Thessalonika.
When are they doing this? -- Always. Constantly mentioning them in their prayers. Paul, Silas, and Timothy's thankfulness is to God for the Thessalonians. This demonstrates that the things that they will be thankful for and have been thankful for, are attributed to God's grace displayed in the lives of the Thessalonians.