John Gill emphasizes the certainty and suddenness of the Lord's return, likening it to a thief coming in the night, which signifies an unexpected and unannounced arrival. He explains that this event will bring about the passing away of the heavens and the earth, purging them through fire, and that all earthly works will be consumed. Gill also notes that this prophecy was known not only to the Jews but also to various philosophers and poets of the time, indicating its significance across cultures. He suggests that while some interpretations may refer to the destruction of Jerusalem, the ultimate meaning points to the final judgment and renewal of creation. The sermon serves as a reminder of the urgency to be prepared for the Lord's return.