Lo, then would I wander far off - literally, "Lo, I would make the distance far by wandering;" I would separate myself far from these troubles.
And remain in the wilderness - literally, I would sojourn; or, I would pass the night; or, I would put up for the night. The idea is taken from a traveler who puts up for the night, or who rests for a night in his weary travels, and seeks repose. Compare Genesis 19:2; Genesis 32:21; 2-Samuel 12:16; Judges 19:13. The word "wilderness" means, in the Scripture, a place not inhabited by man; a place where wild beasts resort; a place uncultivated. It does not denote, as with us, an extensive forest. It might be a place of rocks and sands, but the essential idea is, that it was not inhabited. See the notes at Matthew 4:1. In such a place, remote from the habitations of people, he felt that he might be at rest.

Would I wander far off - He did escape; and yet his enemies were so near, as to throw stones at him: but he escaped beyond Jordan. 2-Samuel 17:22, 2-Samuel 17:23.
A passage in the Octavia of Seneca has been referred to as being parallel to this of David. It is in the answer of Octavia to the Chorus, Acts v., ver. 914-923.
Quis mea digne deflere potest Mala?
Quae lacrymis nostris quaestus
Reddet Aedon? cujus pennas
Utinam miserae mihi fata darent!
Fugerem luctus ablata meos
Penna volucri, procul et coetus
Hominum tristes sedemque feram.
Sola in vacuo nemore, et tenui
Ramo pendens, querulo possem
Gutture moestum fundere murmur.
My woes who enough can bewail?
O what notes can my sorrows express?
Sweet Philomel's self e'en would fail
To respond with her plaintive distress.
O had I her wings I would fly
To where sorrows I ne'er should feel more,
Upborne on her plumes through the sky,
Regions far from mankind would explore.
In a grove where sad silence should reign,
On a spray would I seat me alone;
In shrill lamentations complain,
And in wailings would pour forth my moan.
J. B. Clarke.

Lo, then would I wander far off, and remain in the wilderness,.... So David did when he fled from Absalom, 2-Samuel 15:23; so gracious souls desire to be; not in the wilderness of the people; but to be solitary as in a wilderness, clear of the company of wicked men, as Jeremiah wished for, Jeremiah 9:2; and that they might be more at leisure for and given up unto spiritual devotion, and be secure from their enemies: and as this may be applied to Christ, it shows the wickedness, cruelty, and barbarity of the men of that generation among whom he lived; that he chose rather to be in the wilderness, among wild beasts, than to dwell among them, Matthew 17:17; some apply this to the state of the primitive church under Jewish persecution, when it fled from Judea, and settled in the wilderness of the Gentiles; the preachers of the word being scattered abroad by the windy storm and tempest of persecution, and the Gospel taken from the Jews, and carried to a nation bringing forth the fruit of it, where it has remained ever since. With this may be compared the state of the church under Rome Pagan, in Revelation 12:6.
Selah; on this word; see Gill on Psalm 3:2.

Even a wilderness is a safer place than exposure to such evils, terrible as storm and tempest.