The context is indeed about the Second Coming, however it is also about what we would call “sacred tradition.” St. Paul was combating some false preaching and writing that was spreading false information about the Second Coming of Christ. St. Paul instructs the Thessalonians to not pay attention to those false prophets but rather to focus on what the Apostles themselves have written **and ** said.
This passage flies in the face of the idea of sola scriptura because if that was what St. Paul was teaching he would have simply written that they should only pay attention to what the Apostles have written. Instead he seems to go out of his way to inform them that they should give equal weight to what has been said and written.