O keep my soul - "My life;" or, keep "me." The allusion is to all the perils which encompassed him, whether arising from his foes or his sins; and the prayer is, that the divine protection might be commensurate with the danger; that is, that he might not be destroyed, either by his enemies or by the sins which he had committed.
And deliver me - Save me; rescue me.
Let me not be ashamed - See Psalm 25:2.
For I put my trust in thee - This is urged as a reason why he should be delivered and saved. The idea seems to be, that the honor of God would be concerned in protecting one who fled to Him; who confided in Him; who relied on Him. Thus, when the helpless and the oppressed have so much confidence in our character and our ability as to fly to us in the time of trouble, it is a proper reason for them to ask our protection that they do confide in us. Our character becomes involved in the matter, and they may safely trust that we shall feel ourselves under obligations to act in conformity with the confidence reposed in us. It is thus that the poor and the oppressed confide in the good; thus that a sinner confides in God.

O keep my soul - Save me from sin, and keep me alive.
Let me not be ashamed - He ends as he began; see Psalm 25:2 : "Let me not be confounded, for I put my trust in thee."

O keep my soul,.... Or "life" (n), which was in danger, his enemies seeking for it; wherefore he applies to God that gave it, and who had hitherto held him in it, to preserve it. God is the keeper of has people in a spiritual sense; they cannot keep themselves from sin, Satan, and the world; but he is able to keep them from falling, and therefore they pray to him that he would keep them; and they have reason to believe they shall be kept by his power, through faith, unto salvation;
and deliver me; as out of the hands of his present enemies, so from all evil, from the evils of the world, from the evil one, Satan, from the evil of sin, and out of all affliction and troubles;
let me not be ashamed; for I put my trust in thee; See Gill on Psalm 25:2.
(n) "animam meam", i.e. "vitam meam", Gejerus.

keep my soul-- (Psalm 16:1).
put my trust--flee for refuge (Psalm 2:12).

He entreats for preservation and deliverance from God; and that He may not permit his hope to be disappointed (אל־אבושׁ, cf. 1-Chronicles 21:13, instead of אל־אבושׁה which is usual in other instances). This his hope rests indeed in Him: he has taken refuge in Him and therefore He cannot forsake him, He cannot let him be destroyed.

Soul - My life.