“Look, I come like a thief! Blessed is the one who stays awake and remains clothed, so as not to go naked and be shamefully exposed.” (Revelation 16:15 NIV)
The warning above was given by Jesus right in the middle of the narrative of the demonic spirits gathering the armies of the Antichrist together for the battle of Armegeddon. This interruption warns us not to be decieved by the false signs of the Devil, but rather to believe in Christ. Christ will come as a “thief” i.e. unexpectedly, but only for those who are His enemies. For those who believe He is not a thief (I Thessalonians 5:4). Rather He comes as a friend that we have been expecting to come. In that day any one who has not accepted Him as their Lord and Savior will be “naked” and “shamefully exposed” because they will have no covering for their sins.
Christ is the one true sacrifice for sin that can take away our guilt. Those who have Christ will are not “naked” in the sight of God.