Summary: This is a tough passage to preach on! I am still wrestling with this passage so I offer you some Greek insights that hopefully allow you to build a message!
Note: Because this parable involves a group of women (a bit unusual), the endings on words might be a bit unfamiliar!
παρθενοις (plural of parthenos, "virgin" or "young (unmarried)" woman; 25.1) In our culture we hear the word virgin with all sorts of other connotations, related to sexual purity, as opposed to unmarried state. Furthermore, I wonder if translating this as bridesmaids (see NRSV) makes the most sense. First, there is no ceremony that includes the bridegroom marrying these women. Second, Jesus doesn't advocate/project/encourage for polygamy anywhere else. Third, the new testament presents the whole church as the bride collectively, not individually. Finally, there is an alternate reading, "Bridegroom and bride." The textual evidence is much stronger for "bridegroom" alone, but significant (western) manuscripts have both included. In this case, I do not think one should add back in the words; they don't seem in the original. But I think this textual problem, along with the other problems, suggests this word should be translated at least as maidens, if not bridesmaids, instead of the loaded term virgin.
μωραι ("mooria" meaning "fool"; 25.2) The word for fool is "mooria"...like moron, or like "foolishness to Greeks."
φρονιμοι ("phronimoi" meaning "wise"; 25.2) Again, a huge connection here with Paul's letters to the Corinthians. Furthermore, this word will be turned upside down by Paul in many ways, as he fights against the notion that wisdom/wise thinking was being unmoved (ie, stoic), but instead argues that wisdom is about taking on the Christian character of being moved to suffer for others (Philippians 2).
ηγερθησαν (from εγειρω meaning "arise"; 25.2) This is from the word stand/raise up that also means resurrected.
εκοσμησαν (from κοσμεω, like cosmos, meaning "trim"; 25:7) The word for "trimmed" lamps here is actually "adorned" perhaps recalling for you the hymn: Soul adorn yourself in gladness. To trim the lamp is to adorn the lamp, the light of Christ!; to adorn the soul!
εκλεισθη (from κλειω, meaning "close"; 25.10) I don't like this image. It suggests people that want to get into the doors of the Kingdom of Heaven cannot. A silver lining? Jesus is the one who opens up the doors (the word for the tomb's entrance is also "door" in Matthew 27:60). The only one with the power to open the door is Christ, not us with our lamps.
γρηγορειτε (from γρηγορε, like the name gregory!, meaning "watch out"; 25:13) This verb is in the present tense, suggesting this is to be an on-going activity. My sense is that we have lost this sense of watching out for the coming of Christ in our churches today. If we are to regain this though, we must offer people what the Bible offers them about Christ's return: both fear and hope.
For those reading this with the Thessalonians text:
25:1 The word 'meet' in Matthew is similiar to the word
meet that is found in the Thess. text for this week (απαντησις vs. υπαντησις). What a contrast of the meetings -- one of a king in
power and the other of bridegroom.
words here for 'sleep' are different from those in 1 Thess. (This does
not mean one can/should not make a comparision; just pointing it out)