because our gospel came to you not only in word, but also in power and in the Holy Spirit and with full conviction. You know what kind of men we proved to be among you for your sake. (1 Thessalonians 1:5 - ESV)
I believe that Paul is delving deeper into this gratitude that he has for the Thessalonian Church. He is now referring to the time when he was there with them and the Gospel of Jesus Christ was presented to them. The Gospel, he says, came not only in Word, but in three other things: (1) Power, (2) Holy Spirit, and (3) Full Conviction.
There is an interesting direction that Paul begins to take in this verse, that some would consider to be self-promoting or self-congratulating, but when done in the context of gratitude to God, it is a display of humility. We will see this played out a little more clearly in Chapter 2 of 1 Thessalonians.