Flee Sexual Immorality
The members of the church of Thyatira lived in a city full of trade. Friendship and acquaintances would be vital in order to make a living. It was most likely that this Jezebel encouraged them to eat and dine with those not of Christ who were of the same trade. This compromise would require them to go into temples of idols and false gods; and in these temples there would be prostitutes that would seduce them into sexual immorality.
God understands what is in us because He created us; and He created in us a natural desire; for a man to desire a woman and a woman to desire a man. The problem is not sex itself but how we have corrupted it. Sex in marriage between one man and one woman is a glorious and godly blessing from the Lord. But anything outside of this is sin because it is not how God intended it to be.
As a natural desire, temptation will be strong. This is never an excuse, but rather, a warning: FLEE SEXUAL IMMORALITY!! The church members of Thyatira were causing their own calamity by walking right into sexual temptaion. We must flee from this temptation and never think we are strong enough to remain and fight. We must always be careful where we"eat and dine". Be careful who you are around, what movies you watch, what music you listen to, what you look up on your computer - even if it seems only a little compromise, it will lead to your downfall. Flee sexual immorality.