I have often thought about what Paul means in this verse by the idea of 'sharing our own selves'. I guess I used to think that it referred to Paul (and his colleagues') openness about their struggles and anxieties. That is certainly a Pauline trait, but two things count against it. A quick scan of the use of the other uses of the Greek word translated 'share' here show that it is more often used of an actual giving or imparting. And this, secondly, fits with the next verse - connected by 'for' - where Paul points to their labour and toil. Paul and his associates shared their selves by giving themselves in hard labour to bring the gospel to the Thessalonians free of charge.
Ministry means loving people enough to work flat out for them.