We do not have any of the original books and letters which comprise the New Testament. All we have are copies of these documents. Furthermore, until the invention of the printing press, the New Testament was copied by hand. The scribes who did this often made mistakes and sometimes even changed the text intentionally. Thus the surviving manuscripts contain many thousands of discrepancies.
When people hear this information, they often imagine that the text of the New Testament has been hopelessly corrupted, just like the final message in the "telephone game." However, the telephone game is actually a poor analogy for the transmission of the New Testament text. Here is a graphic I created to explain why:
As shown in the graphic, the original text of the New Testament is preserved within the manuscript tradition. Of course, this still leaves scholars with the difficult task of examining each discrepancy and sorting out which manuscripts contain the original text. Often when examining a set of variant readings, scholars disagree about which reading is to be preferred. However, these uncertainties are generally quite trivial. The following is a graphic I created to give some idea of the situation:
In summary, while the original letter that Paul sent to the church in Thessalonica has not survived, the content of that letter has.